CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 01-Dec-2009

Day Change Summary
	Previous	Current
	30-Nov-2009	01-Dec-2009	Change	Change %	Previous Week
Open	120-305	121-020	0-035	0.1%	119-100
High	121-055	121-275	0-220	0.6%	121-050
Low	120-290	120-175	-0-115	-0.3%	119-055
Close	121-055	120-265	-0-110	-0.3%	121-025
Range	0-085	1-100	1-015	394.1%	1-315
ATR	0-156	0-174	0-019	12.1%	0-000
Volume	705,831	215,023	-490,808	-69.5%	4,167,398

Daily Pivots for day following 01-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-005	124-075	121-176
R3	123-225	122-295	121-060
R2	122-125	122-125	121-022
R1	121-195	121-195	120-304	121-110
PP	121-025	121-025	121-025	120-302
S1	120-095	120-095	120-226	120-010
S2	119-245	119-245	120-188
S3	118-145	118-315	120-150
S4	117-045	117-215	120-034

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	121-275	119-240	2-035	1.7%	0-187	0.5%	51%	True	False	855,102
10	121-275	119-055	2-220	2.2%	0-149	0.4%	62%	True	False	828,637
20	121-275	117-220	4-055	3.5%	0-138	0.4%	75%	True	False	817,164
40	121-275	116-295	4-300	4.1%	0-133	0.3%	79%	True	False	833,756
60	121-275	116-200	5-075	4.3%	0-142	0.4%	80%	True	False	810,715
80	121-275	113-080	8-195	7.1%	0-118	0.3%	88%	True	False	658,912
100	121-275	113-080	8-195	7.1%	0-094	0.2%	88%	True	False	527,283

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 102 trading days

Fibonacci Retracements and Extensions
4.250	127-140
2.618	125-095
1.618	123-315
1.000	123-055
0.618	122-215
HIGH	121-275
0.618	121-115
0.500	121-065
0.382	121-015
LOW	120-175
0.618	119-235
1.000	119-075
1.618	118-135
2.618	117-035
4.250	114-310

Fisher Pivots for day following 01-Dec-2009
Pivot	1 day	3 day
R1	121-065	121-065
PP	121-025	121-025
S1	120-305	120-305

Download as Excel Spreadsheet

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

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