CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 24-Sep-2009

Day Change Summary
	Previous	Current
	23-Sep-2009	24-Sep-2009	Change	Change %	Previous Week
Open	117-075	117-155	0-080	0.2%	117-295
High	117-145	117-280	0-135	0.4%	117-295
Low	116-230	117-110	0-200	0.5%	116-260
Close	117-140	117-225	0-085	0.2%	116-270
Range	0-235	0-170	-0-065	-27.7%	1-035
ATR	0-177	0-177	-0-001	-0.3%	0-000
Volume	667,814	853,440	185,626	27.8%	4,066,701

Daily Pivots for day following 24-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-075	119-000	117-318
R3	118-225	118-150	117-272
R2	118-055	118-055	117-256
R1	117-300	117-300	117-241	118-018
PP	117-205	117-205	117-205	117-224
S1	117-130	117-130	117-209	117-168
S2	117-035	117-035	117-194
S3	116-185	116-280	117-178
S4	116-015	116-110	117-132

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	117-280	116-215	1-065	1.0%	0-176	0.5%	86%	True	False	734,954
10	118-150	116-215	1-255	1.5%	0-166	0.4%	57%	False	False	772,558
20	118-150	116-110	2-040	1.8%	0-156	0.4%	64%	False	False	695,448
40	118-150	113-080	5-070	4.4%	0-081	0.2%	85%	False	False	360,853

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-042
2.618	119-085
1.618	118-235
1.000	118-130
0.618	118-065
HIGH	117-280
0.618	117-215
0.500	117-195
0.382	117-175
LOW	117-110
0.618	117-005
1.000	116-260
1.618	116-155
2.618	115-305
4.250	115-028

Fisher Pivots for day following 24-Sep-2009
Pivot	1 day	3 day
R1	117-215	117-179
PP	117-205	117-133
S1	117-195	117-088

Download as Excel Spreadsheet

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

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