CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 19-Nov-2009

Day Change Summary
	Previous	Current
	18-Nov-2009	19-Nov-2009	Change	Change %	Previous Week
Open	119-190	119-160	-0-030	-0.1%	118-110
High	119-195	119-270	0-075	0.2%	119-005
Low	119-135	119-160	0-025	0.1%	118-110
Close	119-140	119-210	0-070	0.2%	118-305
Range	0-060	0-110	0-050	83.3%	0-215
ATR	0-155	0-154	-0-002	-1.2%	0-000
Volume	773,704	775,864	2,160	0.3%	2,963,519

Daily Pivots for day following 19-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-223	120-167	119-270
R3	120-113	120-057	119-240
R2	120-003	120-003	119-230
R1	119-267	119-267	119-220	119-295
PP	119-213	119-213	119-213	119-228
S1	119-157	119-157	119-200	119-185
S2	119-103	119-103	119-190
S3	118-313	119-047	119-180
S4	118-203	118-257	119-150

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	118-260	1-010	0.9%	0-102	0.3%	82%	True	False	799,846
10	119-270	117-295	1-295	1.6%	0-120	0.3%	90%	True	False	771,413
20	119-270	116-295	2-295	2.4%	0-124	0.3%	94%	True	False	854,464
40	119-270	116-295	2-295	2.4%	0-128	0.3%	94%	True	False	831,271
60	119-270	116-110	3-160	2.9%	0-134	0.4%	95%	True	False	775,428
80	119-270	113-080	6-190	5.5%	0-103	0.3%	97%	True	False	585,401

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-098
2.618	120-238
1.618	120-128
1.000	120-060
0.618	120-018
HIGH	119-270
0.618	119-228
0.500	119-215
0.382	119-202
LOW	119-160
0.618	119-092
1.000	119-050
1.618	118-302
2.618	118-192
4.250	118-012

Fisher Pivots for day following 19-Nov-2009
Pivot	1 day	3 day
R1	119-215	119-208
PP	119-213	119-205
S1	119-212	119-202

Download as Excel Spreadsheet

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

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