CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 17-Apr-2009
Day Change Summary
Previous Current
16-Apr-2009 17-Apr-2009 Change Change % Previous Week
Open 121-200 120-220 -0-300 -0.8% 121-160
High 121-200 120-220 -0-300 -0.8% 122-070
Low 121-200 120-220 -0-300 -0.8% 120-220
Close 121-200 120-220 -0-300 -0.8% 120-220
Range
ATR 0-191 0-199 0-008 4.0% 0-000
Volume 12 2 -10 -83.3% 14
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 120-220 120-220 120-220
R3 120-220 120-220 120-220
R2 120-220 120-220 120-220
R1 120-220 120-220 120-220 120-220
PP 120-220 120-220 120-220 120-220
S1 120-220 120-220 120-220 120-220
S2 120-220 120-220 120-220
S3 120-220 120-220 120-220
S4 120-220 120-220 120-220
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 125-253 124-247 121-170
R3 124-083 123-077 121-035
R2 122-233 122-233 120-310
R1 121-227 121-227 120-265 121-145
PP 121-063 121-063 121-063 121-022
S1 120-057 120-057 120-175 119-295
S2 119-213 119-213 120-130
S3 118-043 118-207 120-085
S4 116-193 117-037 119-270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-070 120-220 1-170 1.3% 0-000 0.0% 0% False True 2
10 122-070 120-070 2-000 1.7% 0-000 0.0% 23% False False 2
20 123-190 120-070 3-120 2.8% 0-000 0.0% 14% False False 2
40 124-110 118-260 5-170 4.6% 0-000 0.0% 34% False False 2
60 124-110 118-140 5-290 4.9% 0-000 0.0% 38% False False 2
80 125-140 118-140 7-000 5.8% 0-000 0.0% 32% 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
4.250 120-220
2.618 120-220
1.618 120-220
1.000 120-220
0.618 120-220
HIGH 120-220
0.618 120-220
0.500 120-220
0.382 120-220
LOW 120-220
0.618 120-220
1.000 120-220
1.618 120-220
2.618 120-220
4.250 120-220
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 120-220 121-145
PP 120-220 121-063
S1 120-220 120-302

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

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