CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 30-Nov-2009

Day Change Summary
	Previous	Current
	27-Nov-2009	30-Nov-2009	Change	Change %	Previous Week
Open	121-035	120-305	-0-050	-0.1%	119-100
High	121-050	121-055	0-005	0.0%	121-050
Low	120-285	120-290	0-005	0.0%	119-055
Close	121-025	121-055	0-030	0.1%	121-025
Range	0-085	0-085	0-000	0.0%	1-315
ATR	0-161	0-156	-0-005	-3.4%	0-000
Volume	1,404,749	705,831	-698,918	-49.8%	4,167,398

Daily Pivots for day following 30-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-282	121-253	121-102
R3	121-197	121-168	121-078
R2	121-112	121-112	121-071
R1	121-083	121-083	121-063	121-098
PP	121-027	121-027	121-027	121-034
S1	120-318	120-318	121-047	121-012
S2	120-262	120-262	121-039
S3	120-177	120-233	121-032
S4	120-092	120-148	121-008

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-135	125-235	122-054
R3	124-140	123-240	121-200
R2	122-145	122-145	121-141
R1	121-245	121-245	121-083	122-035
PP	120-150	120-150	120-150	120-205
S1	119-250	119-250	120-287	120-040
S2	118-155	118-155	120-229
S3	116-160	117-255	120-170
S4	114-165	115-260	119-316

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-055	119-055	2-000	1.7%	0-133	0.3%	100%	True	False	974,645
10	121-055	119-055	2-000	1.7%	0-122	0.3%	100%	True	False	870,127
20	121-055	117-220	3-155	2.9%	0-124	0.3%	100%	True	False	861,237
40	121-055	116-295	4-080	3.5%	0-125	0.3%	100%	True	False	857,283
60	121-055	116-200	4-175	3.8%	0-136	0.4%	100%	True	False	818,693
80	121-055	113-080	7-295	6.5%	0-112	0.3%	100%	True	False	656,235
100	121-055	113-080	7-295	6.5%	0-090	0.2%	100%	True	False	525,136

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020

Fibonacci Retracements and Extensions
4.250	122-096
2.618	121-278
1.618	121-193
1.000	121-140
0.618	121-108
HIGH	121-055
0.618	121-023
0.500	121-012
0.382	121-002
LOW	120-290
0.618	120-237
1.000	120-205
1.618	120-152
2.618	120-067
4.250	119-249

Fisher Pivots for day following 30-Nov-2009
Pivot	1 day	3 day
R1	121-041	120-312
PP	121-027	120-250
S1	121-012	120-188

Download as Excel Spreadsheet

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

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