CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 117-145 118-065 0-240 0.6% 116-180
High 118-210 118-065 -0-145 -0.4% 117-010
Low 117-140 117-240 0-100 0.3% 115-235
Close 118-200 117-275 -0-245 -0.6% 116-270
Range 1-070 0-145 -0-245 -62.8% 1-095
ATR 0-237 0-240 0-003 1.3% 0-000
Volume 691,052 960,140 269,088 38.9% 2,747,883
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 119-095 119-010 118-035
R3 118-270 118-185 117-315
R2 118-125 118-125 117-302
R1 118-040 118-040 117-288 118-010
PP 117-300 117-300 117-300 117-285
S1 117-215 117-215 117-262 117-185
S2 117-155 117-155 117-248
S3 117-010 117-070 117-235
S4 116-185 116-245 117-195
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 120-137 119-298 117-178
R3 119-042 118-203 117-064
R2 117-267 117-267 117-026
R1 117-108 117-108 116-308 117-188
PP 116-172 116-172 116-172 116-211
S1 116-013 116-013 116-232 116-092
S2 115-077 115-077 116-194
S3 113-302 114-238 116-156
S4 112-207 113-143 116-042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-210 116-085 2-125 2.0% 0-219 0.6% 67% False False 714,173
10 118-210 115-025 3-185 3.0% 0-202 0.5% 78% False False 735,416
20 118-210 112-290 5-240 4.9% 0-213 0.6% 86% False False 721,957
40 120-110 112-290 7-140 6.3% 0-189 0.5% 67% False False 583,635
60 122-070 112-290 9-100 7.9% 0-126 0.3% 53% False False 389,800
80 124-110 112-290 11-140 9.7% 0-095 0.3% 43% False False 292,350
100 124-110 112-290 11-140 9.7% 0-076 0.2% 43% False False 233,881
120 124-110 112-290 11-140 9.7% 0-063 0.2% 43% False False 194,901
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-041
2.618 119-125
1.618 118-300
1.000 118-210
0.618 118-155
HIGH 118-065
0.618 118-010
0.500 117-312
0.382 117-295
LOW 117-240
0.618 117-150
1.000 117-095
1.618 117-005
2.618 116-180
4.250 115-264
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 117-312 117-253
PP 117-300 117-232
S1 117-288 117-210

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

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