CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 119-090 119-110 0-020 0.1% 120-230
High 119-090 119-110 0-020 0.1% 120-230
Low 119-090 119-110 0-020 0.1% 119-040
Close 119-090 119-110 0-020 0.1% 119-040
Range
ATR 0-164 0-154 -0-010 -6.3% 0-000
Volume 2,804 1,550 -1,254 -44.7% 12,592
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 119-110 119-110 119-110
R3 119-110 119-110 119-110
R2 119-110 119-110 119-110
R1 119-110 119-110 119-110 119-110
PP 119-110 119-110 119-110 119-110
S1 119-110 119-110 119-110 119-110
S2 119-110 119-110 119-110
S3 119-110 119-110 119-110
S4 119-110 119-110 119-110
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 124-140 123-120 120-000
R3 122-270 121-250 119-180
R2 121-080 121-080 119-134
R1 120-060 120-060 119-087 119-295
PP 119-210 119-210 119-210 119-168
S1 118-190 118-190 118-313 118-105
S2 118-020 118-020 118-266
S3 116-150 117-000 118-220
S4 114-280 115-130 118-080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-170 119-040 0-130 0.3% 0-000 0.0% 54% False False 2,056
10 120-230 119-040 1-190 1.3% 0-000 0.0% 14% False False 1,697
20 122-070 119-040 3-030 2.6% 0-000 0.0% 7% False False 850
40 124-110 119-040 5-070 4.4% 0-000 0.0% 4% False False 426
60 124-110 118-140 5-290 4.9% 0-000 0.0% 15% False False 284
80 124-110 118-140 5-290 4.9% 0-000 0.0% 15% False False 214
100 125-240 118-140 7-100 6.1% 0-000 0.0% 12% False False 171
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 119-110
2.618 119-110
1.618 119-110
1.000 119-110
0.618 119-110
HIGH 119-110
0.618 119-110
0.500 119-110
0.382 119-110
LOW 119-110
0.618 119-110
1.000 119-110
1.618 119-110
2.618 119-110
4.250 119-110
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 119-110 119-098
PP 119-110 119-087
S1 119-110 119-075

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

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