CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 03-Nov-2009

Day Change Summary
	Previous	Current
	02-Nov-2009	03-Nov-2009	Change	Change %	Previous Week
Open	118-185	118-190	0-005	0.0%	117-165
High	118-230	118-190	-0-040	-0.1%	118-195
Low	118-155	118-040	-0-115	-0.3%	116-295
Close	118-155	118-050	-0-105	-0.3%	118-195
Range	0-075	0-150	0-075	100.0%	1-220
ATR	0-173	0-171	-0-002	-0.9%	0-000
Volume	1,067,367	744,279	-323,088	-30.3%	4,855,675

Daily Pivots for day following 03-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-223	119-127	118-132
R3	119-073	118-297	118-091
R2	118-243	118-243	118-078
R1	118-147	118-147	118-064	118-120
PP	118-093	118-093	118-093	118-080
S1	117-317	117-317	118-036	117-290
S2	117-263	117-263	118-022
S3	117-113	117-167	118-009
S4	116-283	117-017	117-288

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-035	122-175	119-172
R3	121-135	120-275	119-024
R2	119-235	119-235	118-294
R1	119-055	119-055	118-244	119-145
PP	118-015	118-015	118-015	118-060
S1	117-155	117-155	118-146	117-245
S2	116-115	116-115	118-096
S3	114-215	115-255	118-046
S4	112-315	114-035	117-218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-230	117-200	1-030	0.9%	0-119	0.3%	49%	False	False	973,264
10	118-230	116-295	1-255	1.5%	0-122	0.3%	69%	False	False	919,982
20	119-235	116-295	2-260	2.4%	0-132	0.3%	44%	False	False	845,107
40	119-235	116-200	3-035	2.6%	0-141	0.4%	49%	False	False	820,019
60	119-235	114-200	5-035	4.3%	0-115	0.3%	69%	False	False	636,250
80	119-235	113-080	6-155	5.5%	0-086	0.2%	76%	False	False	477,458

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	0-003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-188
2.618	119-263
1.618	119-113
1.000	119-020
0.618	118-283
HIGH	118-190
0.618	118-133
0.500	118-115
0.382	118-097
LOW	118-040
0.618	117-267
1.000	117-210
1.618	117-117
2.618	116-287
4.250	116-042

Fisher Pivots for day following 03-Nov-2009
Pivot	1 day	3 day
R1	118-115	118-135
PP	118-093	118-107
S1	118-072	118-078

Download as Excel Spreadsheet

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

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