CBOT 10-Year T-Note Future December 2009

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

Day Change Summary
	Previous	Current
	28-Oct-2009	29-Oct-2009	Change	Change %	Previous Week
Open	118-020	117-295	-0-045	-0.1%	117-305
High	118-140	117-295	-0-165	-0.4%	118-250
Low	118-020	117-200	-0-140	-0.4%	117-150
Close	118-080	117-230	-0-170	-0.4%	117-190
Range	0-120	0-095	-0-025	-20.8%	1-100
ATR	0-170	0-172	0-002	1.2%	0-000
Volume	960,100	998,092	37,992	4.0%	3,830,964

Daily Pivots for day following 29-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-207	118-153	117-282
R3	118-112	118-058	117-256
R2	118-017	118-017	117-247
R1	117-283	117-283	117-239	117-262
PP	117-242	117-242	117-242	117-231
S1	117-188	117-188	117-221	117-168
S2	117-147	117-147	117-213
S3	117-052	117-093	117-204
S4	116-277	116-318	117-178

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-283	121-017	118-101
R3	120-183	119-237	117-306
R2	119-083	119-083	117-267
R1	118-137	118-137	117-228	118-060
PP	117-303	117-303	117-303	117-265
S1	117-037	117-037	117-152	116-280
S2	116-203	116-203	117-113
S3	115-103	115-257	117-074
S4	114-003	114-157	116-279

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-140	116-295	1-165	1.3%	0-145	0.4%	53%	False	False	921,367
10	118-250	116-295	1-275	1.6%	0-120	0.3%	43%	False	False	860,989
20	119-235	116-295	2-260	2.4%	0-126	0.3%	28%	False	False	853,330
40	119-235	116-200	3-035	2.6%	0-142	0.4%	35%	False	False	797,421
60	119-235	113-080	6-155	5.5%	0-108	0.3%	69%	False	False	587,901
80	119-235	113-080	6-155	5.5%	0-081	0.2%	69%	False	False	441,111

Crabel Price Patterns
NR	True
NR4	True
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	False
Bear Hook	False
Bull Hook	False
Stretch	0-005
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-059
2.618	118-224
1.618	118-129
1.000	118-070
0.618	118-034
HIGH	117-295
0.618	117-259
0.500	117-248
0.382	117-236
LOW	117-200
0.618	117-141
1.000	117-105
1.618	117-046
2.618	116-271
4.250	116-116

Fisher Pivots for day following 29-Oct-2009
Pivot	1 day	3 day
R1	117-248	117-258
PP	117-242	117-248
S1	117-236	117-239

Download as Excel Spreadsheet

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

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