CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 117-215 117-185 -0-030 -0.1% 115-065
High 117-300 117-270 -0-030 -0.1% 117-245
Low 117-215 117-160 -0-055 -0.1% 115-005
Close 117-240 117-165 -0-075 -0.2% 117-085
Range 0-085 0-110 0-025 29.4% 2-240
ATR 0-267 0-256 -0-011 -4.2% 0-000
Volume 765,358 589,467 -175,891 -23.0% 3,927,917
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 118-208 118-137 117-226
R3 118-098 118-027 117-195
R2 117-308 117-308 117-185
R1 117-237 117-237 117-175 117-218
PP 117-198 117-198 117-198 117-189
S1 117-127 117-127 117-155 117-108
S2 117-088 117-088 117-145
S3 116-298 117-017 117-135
S4 116-188 116-227 117-104
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% 0-259 0.7% 86% False False 784,218
10 117-300 114-250 3-050 2.7% 0-240 0.6% 87% False False 784,234
20 117-300 114-250 3-050 2.7% 0-218 0.6% 87% False False 775,880
40 118-280 114-175 4-105 3.7% 0-219 0.6% 69% False False 752,155
60 118-280 112-290 5-310 5.1% 0-223 0.6% 77% False False 742,483
80 120-230 112-290 7-260 6.6% 0-172 0.5% 59% False False 560,997
100 122-220 112-290 9-250 8.3% 0-138 0.4% 47% False False 448,799
120 124-110 112-290 11-140 9.7% 0-115 0.3% 40% False False 373,999
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-098
2.618 118-238
1.618 118-128
1.000 118-060
0.618 118-018
HIGH 117-270
0.618 117-228
0.500 117-215
0.382 117-202
LOW 117-160
0.618 117-092
1.000 117-050
1.618 116-302
2.618 116-192
4.250 116-012
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 117-215 117-160
PP 117-198 117-155
S1 117-182 117-150

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

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