CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 03-Dec-2009

Day Change Summary
	Previous	Current
	02-Dec-2009	03-Dec-2009	Change	Change %	Previous Week
Open	120-230	119-300	-0-250	-0.6%	119-100
High	120-235	120-020	-0-215	-0.6%	121-050
Low	120-130	119-300	-0-150	-0.4%	119-055
Close	120-130	120-020	-0-110	-0.3%	121-025
Range	0-105	0-040	-0-065	-61.9%	1-315
ATR	0-172	0-170	-0-002	-0.9%	0-000
Volume	109,617	59,921	-49,696	-45.3%	4,167,398

Daily Pivots for day following 03-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-127	120-113	120-042
R3	120-087	120-073	120-031
R2	120-047	120-047	120-027
R1	120-033	120-033	120-024	120-040
PP	120-007	120-007	120-007	120-010
S1	119-313	119-313	120-016	120-000
S2	119-287	119-287	120-013
S3	119-247	119-273	120-009
S4	119-207	119-233	119-318

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	119-300	1-295	1.6%	0-147	0.4%	7%	False	True	499,028
10	121-275	119-055	2-220	2.2%	0-145	0.4%	33%	False	False	683,227
20	121-275	117-220	4-055	3.5%	0-134	0.3%	57%	False	False	735,058
40	121-275	116-295	4-300	4.1%	0-133	0.3%	64%	False	False	790,083
60	121-275	116-200	5-075	4.4%	0-139	0.4%	66%	False	False	791,699
80	121-275	114-200	7-075	6.0%	0-119	0.3%	75%	False	False	660,952
100	121-275	113-080	8-195	7.2%	0-096	0.2%	79%	False	False	528,978

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	0-034
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	120-190
2.618	120-125
1.618	120-085
1.000	120-060
0.618	120-045
HIGH	120-020
0.618	120-005
0.500	120-000
0.382	119-315
LOW	119-300
0.618	119-275
1.000	119-260
1.618	119-235
2.618	119-195
4.250	119-130

Fisher Pivots for day following 03-Dec-2009
Pivot	1 day	3 day
R1	120-013	120-288
PP	120-007	120-198
S1	120-000	120-109

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols