CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 29-Sep-2009

Day Change Summary
	Previous	Current
	28-Sep-2009	29-Sep-2009	Change	Change %	Previous Week
Open	117-310	117-270	-0-040	-0.1%	117-060
High	118-070	118-095	0-025	0.1%	118-040
Low	117-295	117-270	-0-025	-0.1%	116-215
Close	118-060	118-095	0-035	0.1%	117-315
Range	0-095	0-145	0-050	52.6%	1-145
ATR	0-169	0-167	-0-002	-1.0%	0-000
Volume	749,418	466,912	-282,506	-37.7%	3,689,611

Daily Pivots for day following 29-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-162	119-113	118-175
R3	119-017	118-288	118-135
R2	118-192	118-192	118-122
R1	118-143	118-143	118-108	118-168
PP	118-047	118-047	118-047	118-059
S1	117-318	117-318	118-082	118-022
S2	117-222	117-222	118-068
S3	117-077	117-173	118-055
S4	116-252	117-028	118-015

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-305	121-135	118-251
R3	120-160	119-310	118-123
R2	119-015	119-015	118-080
R1	118-165	118-165	118-038	118-250
PP	117-190	117-190	117-190	117-232
S1	117-020	117-020	117-272	117-105
S2	116-045	116-045	117-230
S3	114-220	115-195	117-187
S4	113-075	114-050	117-059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-095	116-230	1-185	1.3%	0-159	0.4%	100%	True	False	717,255
10	118-095	116-215	1-200	1.4%	0-169	0.4%	100%	True	False	758,377
20	118-150	116-200	1-270	1.6%	0-159	0.4%	91%	False	False	726,301
40	118-150	113-080	5-070	4.4%	0-091	0.2%	97%	False	False	412,409

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-071
2.618	119-155
1.618	119-010
1.000	118-240
0.618	118-185
HIGH	118-095
0.618	118-040
0.500	118-022
0.382	118-005
LOW	117-270
0.618	117-180
1.000	117-125
1.618	117-035
2.618	116-210
4.250	115-294

Fisher Pivots for day following 29-Sep-2009
Pivot	1 day	3 day
R1	118-071	118-061
PP	118-047	118-027
S1	118-022	117-312

Download as Excel Spreadsheet

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

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