CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 117-000 117-215 0-215 0.6% 115-065
High 117-245 117-300 0-055 0.1% 117-245
Low 117-000 117-215 0-215 0.6% 115-005
Close 117-085 117-240 0-155 0.4% 117-085
Range 0-245 0-085 -0-160 -65.3% 2-240
ATR 0-272 0-267 -0-004 -1.5% 0-000
Volume 993,595 765,358 -228,237 -23.0% 3,927,917
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 118-187 118-138 117-287
R3 118-102 118-053 117-263
R2 118-017 118-017 117-256
R1 117-288 117-288 117-248 117-312
PP 117-252 117-252 117-252 117-264
S1 117-203 117-203 117-232 117-228
S2 117-167 117-167 117-224
S3 117-082 117-118 117-217
S4 116-317 117-033 117-193
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 124-298 123-272 118-249
R3 122-058 121-032 118-007
R2 119-138 119-138 117-246
R1 118-112 118-112 117-166 118-285
PP 116-218 116-218 116-218 116-305
S1 115-192 115-192 117-004 116-045
S2 113-298 113-298 116-244
S3 111-058 112-272 116-163
S4 108-138 110-032 115-241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-300 115-005 2-295 2.5% 0-276 0.7% 94% True False 767,298
10 117-300 114-250 3-050 2.7% 0-250 0.7% 94% True False 806,561
20 118-000 114-250 3-070 2.7% 0-236 0.6% 92% False False 775,957
40 118-280 114-175 4-105 3.7% 0-218 0.6% 74% False False 752,742
60 118-280 112-290 5-310 5.1% 0-223 0.6% 81% False False 734,812
80 120-230 112-290 7-260 6.6% 0-171 0.5% 62% False False 553,629
100 122-220 112-290 9-250 8.3% 0-137 0.4% 50% False False 442,904
120 124-110 112-290 11-140 9.7% 0-114 0.3% 42% False False 369,087
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-013
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 119-021
2.618 118-203
1.618 118-118
1.000 118-065
0.618 118-033
HIGH 117-300
0.618 117-268
0.500 117-258
0.382 117-247
LOW 117-215
0.618 117-162
1.000 117-130
1.618 117-077
2.618 116-312
4.250 116-174
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 117-258 117-141
PP 117-252 117-042
S1 117-246 116-262

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

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