CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 06-Jan-2009
Day Change Summary
Previous Current
05-Jan-2009 06-Jan-2009 Change Change % Previous Week
Open 121-080 121-140 0-060 0.2% 125-140
High 121-080 121-140 0-060 0.2% 125-140
Low 121-080 121-140 0-060 0.2% 121-180
Close 121-080 121-140 0-060 0.2% 121-180
Range
ATR 0-232 0-220 -0-012 -5.3% 0-000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 06-Jan-2009
Classic Woodie Camarilla DeMark
R4 121-140 121-140 121-140
R3 121-140 121-140 121-140
R2 121-140 121-140 121-140
R1 121-140 121-140 121-140 121-140
PP 121-140 121-140 121-140 121-140
S1 121-140 121-140 121-140 121-140
S2 121-140 121-140 121-140
S3 121-140 121-140 121-140
S4 121-140 121-140 121-140
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 134-153 131-287 123-222
R3 130-193 128-007 122-201
R2 126-233 126-233 122-087
R1 124-047 124-047 121-294 123-160
PP 122-273 122-273 122-273 122-170
S1 120-087 120-087 121-066 119-200
S2 118-313 118-313 120-273
S3 115-033 116-127 120-159
S4 111-073 112-167 119-138
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-290 121-080 3-210 3.0% 0-000 0.0% 5% False False 2
10 125-140 121-080 4-060 3.4% 0-000 0.0% 4% False False 2
20 125-240 120-200 5-040 4.2% 0-000 0.0% 16% False False 2
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 121-140
2.618 121-140
1.618 121-140
1.000 121-140
0.618 121-140
HIGH 121-140
0.618 121-140
0.500 121-140
0.382 121-140
LOW 121-140
0.618 121-140
1.000 121-140
1.618 121-140
2.618 121-140
4.250 121-140
Fisher Pivots for day following 06-Jan-2009
Pivot 1 day 3 day
R1 121-140 121-137
PP 121-140 121-133
S1 121-140 121-130

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

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