CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 18-Nov-2009

Day Change Summary
	Previous	Current
	17-Nov-2009	18-Nov-2009	Change	Change %	Previous Week
Open	119-165	119-190	0-025	0.1%	118-110
High	119-270	119-195	-0-075	-0.2%	119-005
Low	119-145	119-135	-0-010	0.0%	118-110
Close	119-240	119-140	-0-100	-0.3%	118-305
Range	0-125	0-060	-0-065	-52.0%	0-215
ATR	0-159	0-155	-0-004	-2.4%	0-000
Volume	849,933	773,704	-76,229	-9.0%	2,963,519

Daily Pivots for day following 18-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-017	119-298	119-173
R3	119-277	119-238	119-156
R2	119-217	119-217	119-151
R1	119-178	119-178	119-146	119-168
PP	119-157	119-157	119-157	119-151
S1	119-118	119-118	119-134	119-108
S2	119-097	119-097	119-129
S3	119-037	119-058	119-124
S4	118-297	118-318	119-107

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-252	120-173	119-103
R3	120-037	119-278	119-044
R2	119-142	119-142	119-024
R1	119-063	119-063	119-005	119-102
PP	118-247	118-247	118-247	118-266
S1	118-168	118-168	118-285	118-208
S2	118-032	118-032	118-266
S3	117-137	117-273	118-246
S4	116-242	117-058	118-187

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-270	118-110	1-160	1.3%	0-122	0.3%	73%	False	False	692,253
10	119-270	117-220	2-050	1.8%	0-122	0.3%	81%	False	False	786,890
20	119-270	116-295	2-295	2.4%	0-122	0.3%	86%	False	False	853,436
40	119-270	116-230	3-040	2.6%	0-131	0.3%	87%	False	False	828,569
60	119-270	116-110	3-160	2.9%	0-133	0.3%	88%	False	False	764,466
80	119-270	113-080	6-190	5.5%	0-101	0.3%	94%	False	False	575,705

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-017
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	120-130
2.618	120-032
1.618	119-292
1.000	119-255
0.618	119-232
HIGH	119-195
0.618	119-172
0.500	119-165
0.382	119-158
LOW	119-135
0.618	119-098
1.000	119-075
1.618	119-038
2.618	118-298
4.250	118-200

Fisher Pivots for day following 18-Nov-2009
Pivot	1 day	3 day
R1	119-165	119-170
PP	119-157	119-160
S1	119-148	119-150

Download as Excel Spreadsheet

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

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