CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 117-265 118-005 0-060 0.2% 117-215
High 118-035 118-005 -0-030 -0.1% 118-125
Low 117-260 117-050 -0-210 -0.6% 117-050
Close 118-035 117-050 -0-305 -0.8% 117-050
Range 0-095 0-275 0-180 189.5% 1-075
ATR 0-246 0-250 0-004 1.7% 0-000
Volume 944,592 643,131 -301,461 -31.9% 3,544,126
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 120-007 119-143 117-201
R3 119-052 118-188 117-126
R2 118-097 118-097 117-100
R1 117-233 117-233 117-075 117-188
PP 117-142 117-142 117-142 117-119
S1 116-278 116-278 117-025 116-232
S2 116-187 116-187 117-000
S3 115-232 116-003 116-294
S4 114-277 115-048 116-219
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 121-087 120-143 117-267
R3 120-012 119-068 117-159
R2 118-257 118-257 117-122
R1 117-313 117-313 117-086 117-248
PP 117-182 117-182 117-182 117-149
S1 116-238 116-238 117-014 116-172
S2 116-107 116-107 116-298
S3 115-032 115-163 116-261
S4 113-277 114-088 116-153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-125 117-050 1-075 1.1% 0-158 0.4% 0% False True 708,825
10 118-125 115-005 3-120 2.9% 0-224 0.6% 63% False False 747,204
20 118-125 114-250 3-195 3.1% 0-218 0.6% 66% False False 753,292
40 118-280 114-250 4-030 3.5% 0-212 0.6% 58% False False 755,104
60 118-280 112-290 5-310 5.1% 0-220 0.6% 71% False False 760,520
80 120-110 112-290 7-140 6.3% 0-180 0.5% 57% False False 588,261
100 122-220 112-290 9-250 8.3% 0-144 0.4% 43% False False 470,691
120 124-110 112-290 11-140 9.8% 0-120 0.3% 37% False False 392,243
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 121-214
2.618 120-085
1.618 119-130
1.000 118-280
0.618 118-175
HIGH 118-005
0.618 117-220
0.500 117-188
0.382 117-155
LOW 117-050
0.618 116-200
1.000 116-095
1.618 115-245
2.618 114-290
4.250 113-161
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 117-188 117-248
PP 117-142 117-182
S1 117-096 117-116

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

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