CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 118-125 117-265 -0-180 -0.5% 115-065
High 118-125 118-035 -0-090 -0.2% 117-245
Low 117-220 117-260 0-040 0.1% 115-005
Close 117-310 118-035 0-045 0.1% 117-085
Range 0-225 0-095 -0-130 -57.8% 2-240
ATR 0-258 0-246 -0-012 -4.5% 0-000
Volume 601,578 944,592 343,014 57.0% 3,927,917
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 118-288 118-257 118-087
R3 118-193 118-162 118-061
R2 118-098 118-098 118-052
R1 118-067 118-067 118-044 118-082
PP 118-003 118-003 118-003 118-011
S1 117-292 117-292 118-026 117-308
S2 117-228 117-228 118-018
S3 117-133 117-197 118-009
S4 117-038 117-102 117-303
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
5 118-125 117-000 1-125 1.2% 0-152 0.4% 80% False False 778,918
10 118-125 114-250 3-195 3.1% 0-228 0.6% 92% False False 761,838
20 118-125 114-250 3-195 3.1% 0-204 0.5% 92% False False 769,088
40 118-280 114-250 4-030 3.5% 0-214 0.6% 81% False False 759,804
60 118-280 112-290 5-310 5.1% 0-219 0.6% 87% False False 760,617
80 120-110 112-290 7-140 6.3% 0-176 0.5% 70% False False 580,241
100 122-220 112-290 9-250 8.3% 0-141 0.4% 53% False False 464,260
120 124-110 112-290 11-140 9.7% 0-118 0.3% 45% False False 386,884
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-119
2.618 118-284
1.618 118-189
1.000 118-130
0.618 118-094
HIGH 118-035
0.618 117-319
0.500 117-308
0.382 117-296
LOW 117-260
0.618 117-201
1.000 117-165
1.618 117-106
2.618 117-011
4.250 116-176
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 118-019 118-018
PP 118-003 118-000
S1 117-308 117-302

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

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