CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 24-Nov-2009

Day Change Summary
	Previous	Current
	23-Nov-2009	24-Nov-2009	Change	Change %	Previous Week
Open	119-100	119-280	0-180	0.5%	119-070
High	119-205	120-030	0-145	0.4%	119-270
Low	119-055	119-240	0-185	0.5%	119-070
Close	119-200	120-030	0-150	0.4%	119-180
Range	0-150	0-110	-0-040	-26.7%	0-200
ATR	0-150	0-150	0-000	0.0%	0-000
Volume	812,742	859,730	46,988	5.8%	3,828,050

Daily Pivots for day following 24-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-003	120-287	120-090
R3	120-213	120-177	120-060
R2	120-103	120-103	120-050
R1	120-067	120-067	120-040	120-085
PP	119-313	119-313	119-313	120-002
S1	119-277	119-277	120-020	119-295
S2	119-203	119-203	120-010
S3	119-093	119-167	120-000
S4	118-303	119-057	119-290

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-133	121-037	119-290
R3	120-253	120-157	119-235
R2	120-053	120-053	119-217
R1	119-277	119-277	119-198	120-005
PP	119-173	119-173	119-173	119-198
S1	119-077	119-077	119-162	119-125
S2	118-293	118-293	119-143
S3	118-093	118-197	119-125
S4	117-213	117-317	119-070

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-030	119-055	0-295	0.8%	0-108	0.3%	100%	True	False	804,132
10	120-030	118-110	1-240	1.5%	0-122	0.3%	100%	True	False	725,934
20	120-030	117-055	2-295	2.4%	0-127	0.3%	100%	True	False	847,286
40	120-030	116-295	3-055	2.6%	0-127	0.3%	100%	True	False	831,759
60	120-030	116-200	3-150	2.9%	0-137	0.4%	100%	True	False	796,358
80	120-030	113-080	6-270	5.7%	0-107	0.3%	100%	True	False	616,256

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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-178
2.618	120-318
1.618	120-208
1.000	120-140
0.618	120-098
HIGH	120-030
0.618	119-308
0.500	119-295
0.382	119-282
LOW	119-240
0.618	119-172
1.000	119-130
1.618	119-062
2.618	118-272
4.250	118-092

Fisher Pivots for day following 24-Nov-2009
Pivot	1 day	3 day
R1	120-012	119-301
PP	119-313	119-252
S1	119-295	119-202

Download as Excel Spreadsheet

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

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