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

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

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