CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 118-245 117-235 -1-010 -0.9% 116-280
High 118-270 118-020 -0-250 -0.7% 118-280
Low 118-100 117-210 -0-210 -0.6% 116-200
Close 118-105 117-250 -0-175 -0.5% 118-225
Range 0-170 0-130 -0-040 -23.5% 2-080
ATR 0-241 0-239 -0-002 -0.8% 0-000
Volume 637,711 505,548 -132,163 -20.7% 3,672,441
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 119-017 118-263 118-002
R3 118-207 118-133 117-286
R2 118-077 118-077 117-274
R1 118-003 118-003 117-262 118-040
PP 117-267 117-267 117-267 117-285
S1 117-193 117-193 117-238 117-230
S2 117-137 117-137 117-226
S3 117-007 117-063 117-214
S4 116-197 116-253 117-178
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 124-262 124-003 119-301
R3 122-182 121-243 119-103
R2 120-102 120-102 119-037
R1 119-163 119-163 118-291 119-292
PP 118-022 118-022 118-022 118-086
S1 117-083 117-083 118-159 117-212
S2 115-262 115-262 118-093
S3 113-182 115-003 118-027
S4 111-102 112-243 117-149
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-280 117-140 1-140 1.2% 0-191 0.5% 24% False False 719,439
10 118-280 115-235 3-045 2.7% 0-190 0.5% 65% False False 691,861
20 118-280 113-230 5-050 4.4% 0-203 0.5% 79% False False 707,320
40 119-140 112-290 6-170 5.5% 0-192 0.5% 75% False False 631,530
60 121-150 112-290 8-180 7.3% 0-133 0.4% 57% False False 422,233
80 123-190 112-290 10-220 9.1% 0-100 0.3% 46% False False 316,675
100 124-110 112-290 11-140 9.7% 0-080 0.2% 43% False False 253,341
120 124-110 112-290 11-140 9.7% 0-067 0.2% 43% False False 211,117
Crabel Price Patterns
NR True
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 0-017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-252
2.618 119-040
1.618 118-230
1.000 118-150
0.618 118-100
HIGH 118-020
0.618 117-290
0.500 117-275
0.382 117-260
LOW 117-210
0.618 117-130
1.000 117-080
1.618 117-000
2.618 116-190
4.250 115-298
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 117-275 118-085
PP 117-267 118-033
S1 117-258 117-302

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

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