CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 04-Nov-2009

Day Change Summary
	Previous	Current
	03-Nov-2009	04-Nov-2009	Change	Change %	Previous Week
Open	118-190	117-310	-0-200	-0.5%	117-165
High	118-190	118-030	-0-160	-0.4%	118-195
Low	118-040	117-220	-0-140	-0.4%	116-295
Close	118-050	117-265	-0-105	-0.3%	118-195
Range	0-150	0-130	-0-020	-13.3%	1-220
ATR	0-171	0-170	-0-002	-0.9%	0-000
Volume	744,279	930,628	186,349	25.0%	4,855,675

Daily Pivots for day following 04-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-028	118-277	118-016
R3	118-218	118-147	117-301
R2	118-088	118-088	117-289
R1	118-017	118-017	117-277	117-308
PP	117-278	117-278	117-278	117-264
S1	117-207	117-207	117-253	117-178
S2	117-148	117-148	117-241
S3	117-018	117-077	117-229
S4	116-208	116-267	117-194

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%	0-121	0.3%	19%	False	False	967,369
10	118-230	116-295	1-255	1.5%	0-127	0.3%	50%	False	False	937,515
20	119-200	116-295	2-225	2.3%	0-130	0.3%	34%	False	False	853,540
40	119-235	116-215	3-020	2.6%	0-142	0.4%	38%	False	False	827,633
60	119-235	114-230	5-005	4.3%	0-117	0.3%	62%	False	False	651,741
80	119-235	113-080	6-155	5.5%	0-088	0.2%	71%	False	False	489,067

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-262
2.618	119-050
1.618	118-240
1.000	118-160
0.618	118-110
HIGH	118-030
0.618	117-300
0.500	117-285
0.382	117-270
LOW	117-220
0.618	117-140
1.000	117-090
1.618	117-010
2.618	116-200
4.250	115-308

Fisher Pivots for day following 04-Nov-2009
Pivot	1 day	3 day
R1	117-285	118-065
PP	117-278	118-025
S1	117-272	117-305

Download as Excel Spreadsheet

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

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