CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 14-Oct-2009

Day Change Summary
	Previous	Current
	13-Oct-2009	14-Oct-2009	Change	Change %	Previous Week
Open	118-225	118-145	-0-080	-0.2%	119-130
High	118-310	118-190	-0-120	-0.3%	119-235
Low	118-225	118-050	-0-175	-0.5%	118-040
Close	118-290	118-050	-0-240	-0.6%	118-090
Range	0-085	0-140	0-055	64.7%	1-195
ATR	0-170	0-175	0-005	3.0%	0-000
Volume	138,543	698,467	559,924	404.2%	4,397,543

Daily Pivots for day following 14-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-197	119-103	118-127
R3	119-057	118-283	118-088
R2	118-237	118-237	118-076
R1	118-143	118-143	118-063	118-120
PP	118-097	118-097	118-097	118-085
S1	118-003	118-003	118-037	117-300
S2	117-277	117-277	118-024
S3	117-137	117-183	118-012
S4	116-317	117-043	117-293

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-173	122-167	119-053
R3	121-298	120-292	118-232
R2	120-103	120-103	118-184
R1	119-097	119-097	118-137	119-002
PP	118-228	118-228	118-228	118-181
S1	117-222	117-222	118-043	117-128
S2	117-033	117-033	117-316
S3	115-158	116-027	117-268
S4	113-283	114-152	117-127

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-200	118-040	1-160	1.3%	0-176	0.5%	2%	False	False	723,925
10	119-235	118-040	1-195	1.4%	0-155	0.4%	2%	False	False	839,335
20	119-235	116-215	3-020	2.6%	0-153	0.4%	48%	False	False	797,781
40	119-235	115-220	4-015	3.4%	0-132	0.3%	61%	False	False	640,927
60	119-235	113-080	6-155	5.5%	0-088	0.2%	76%	False	False	427,837

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-145
2.618	119-237
1.618	119-097
1.000	119-010
0.618	118-277
HIGH	118-190
0.618	118-137
0.500	118-120
0.382	118-103
LOW	118-050
0.618	117-283
1.000	117-230
1.618	117-143
2.618	117-003
4.250	116-095

Fisher Pivots for day following 14-Oct-2009
Pivot	1 day	3 day
R1	118-120	118-180
PP	118-097	118-137
S1	118-073	118-093

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols