CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 123-000 121-160 -1-160 -1.2% 123-070
High 123-000 121-160 -1-160 -1.2% 123-240
Low 123-000 121-160 -1-160 -1.2% 123-000
Close 123-000 121-160 -1-160 -1.2% 123-090
Range
ATR 0-173 0-195 0-022 12.7% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 121-160 121-160 121-160
R3 121-160 121-160 121-160
R2 121-160 121-160 121-160
R1 121-160 121-160 121-160 121-160
PP 121-160 121-160 121-160 121-160
S1 121-160 121-160 121-160 121-160
S2 121-160 121-160 121-160
S3 121-160 121-160 121-160
S4 121-160 121-160 121-160
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 125-190 125-060 123-222
R3 124-270 124-140 123-156
R2 124-030 124-030 123-134
R1 123-220 123-220 123-112 123-285
PP 123-110 123-110 123-110 123-142
S1 122-300 122-300 123-068 123-045
S2 122-190 122-190 123-046
S3 121-270 122-060 123-024
S4 121-030 121-140 122-278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-240 121-160 2-080 1.9% 0-000 0.0% 0% False True 2
10 123-240 121-140 2-100 1.9% 0-000 0.0% 3% False False 2
20 125-140 121-080 4-060 3.4% 0-000 0.0% 6% 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
4.250 121-160
2.618 121-160
1.618 121-160
1.000 121-160
0.618 121-160
HIGH 121-160
0.618 121-160
0.500 121-160
0.382 121-160
LOW 121-160
0.618 121-160
1.000 121-160
1.618 121-160
2.618 121-160
4.250 121-160
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 121-160 122-125
PP 121-160 122-030
S1 121-160 121-255

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

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