CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 117-170 117-280 0-110 0.3% 117-215
High 117-290 118-040 0-070 0.2% 118-125
Low 117-120 117-250 0-130 0.3% 117-050
Close 117-280 118-000 0-040 0.1% 117-050
Range 0-170 0-110 -0-060 -35.3% 1-075
ATR 0-242 0-233 -0-009 -3.9% 0-000
Volume 821,155 860,755 39,600 4.8% 3,544,126
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 119-000 118-270 118-060
R3 118-210 118-160 118-030
R2 118-100 118-100 118-020
R1 118-050 118-050 118-010 118-075
PP 117-310 117-310 117-310 118-002
S1 117-260 117-260 117-310 117-285
S2 117-200 117-200 117-300
S3 117-090 117-150 117-290
S4 116-300 117-040 117-260
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
5 118-040 116-300 1-060 1.0% 0-173 0.5% 89% True False 837,954
10 118-125 115-225 2-220 2.3% 0-195 0.5% 85% False False 792,639
20 118-125 114-250 3-195 3.1% 0-222 0.6% 89% False False 791,170
40 118-280 114-250 4-030 3.5% 0-215 0.6% 79% False False 768,369
60 118-280 112-290 5-310 5.1% 0-213 0.6% 85% False False 759,873
80 120-110 112-290 7-140 6.3% 0-186 0.5% 68% False False 620,697
100 122-070 112-290 9-100 7.9% 0-149 0.4% 55% False False 496,712
120 124-110 112-290 11-140 9.7% 0-124 0.3% 45% False False 413,927
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0-011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-188
2.618 119-008
1.618 118-218
1.000 118-150
0.618 118-108
HIGH 118-040
0.618 117-318
0.500 117-305
0.382 117-292
LOW 117-250
0.618 117-182
1.000 117-140
1.618 117-072
2.618 116-282
4.250 116-102
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 117-315 117-270
PP 117-310 117-220
S1 117-305 117-170

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

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