CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 23-Sep-2009

Day Change Summary
	Previous	Current
	22-Sep-2009	23-Sep-2009	Change	Change %	Previous Week
Open	116-215	117-075	0-180	0.5%	117-295
High	117-040	117-145	0-105	0.3%	117-295
Low	116-215	116-230	0-015	0.0%	116-260
Close	117-010	117-140	0-130	0.3%	116-270
Range	0-145	0-235	0-090	62.1%	1-035
ATR	0-173	0-177	0-004	2.6%	0-000
Volume	666,462	667,814	1,352	0.2%	4,066,701

Daily Pivots for day following 23-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-130	119-050	117-269
R3	118-215	118-135	117-205
R2	117-300	117-300	117-183
R1	117-220	117-220	117-162	117-260
PP	117-065	117-065	117-065	117-085
S1	116-305	116-305	117-118	117-025
S2	116-150	116-150	117-097
S3	115-235	116-070	117-075
S4	115-000	115-155	117-011

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-167	119-253	117-145
R3	119-132	118-218	117-048
R2	118-097	118-097	117-015
R1	117-183	117-183	116-303	117-122
PP	117-062	117-062	117-062	117-031
S1	116-148	116-148	116-237	116-088
S2	116-027	116-027	116-205
S3	114-312	115-113	116-172
S4	113-277	114-078	116-075

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-150	116-215	0-255	0.7%	0-173	0.5%	96%	False	False	774,022
10	118-150	116-215	1-255	1.5%	0-174	0.5%	43%	False	False	756,864
20	118-150	116-110	2-040	1.8%	0-147	0.4%	51%	False	False	663,744
40	118-150	113-080	5-070	4.4%	0-077	0.2%	80%	False	False	339,532

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-184
2.618	119-120
1.618	118-205
1.000	118-060
0.618	117-290
HIGH	117-145
0.618	117-055
0.500	117-028
0.382	117-000
LOW	116-230
0.618	116-085
1.000	115-315
1.618	115-170
2.618	114-255
4.250	113-191

Fisher Pivots for day following 23-Sep-2009
Pivot	1 day	3 day
R1	117-102	117-100
PP	117-065	117-060
S1	117-028	117-020

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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