CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 117-280 117-165 -0-115 -0.3% 117-215
High 118-040 118-040 0-000 0.0% 118-125
Low 117-250 117-165 -0-085 -0.2% 117-050
Close 118-000 117-275 -0-045 -0.1% 117-050
Range 0-110 0-195 0-085 77.3% 1-075
ATR 0-233 0-230 -0-003 -1.2% 0-000
Volume 860,755 1,041,353 180,598 21.0% 3,544,126
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 119-212 119-118 118-062
R3 119-017 118-243 118-009
R2 118-142 118-142 117-311
R1 118-048 118-048 117-293 118-095
PP 117-267 117-267 117-267 117-290
S1 117-173 117-173 117-257 117-220
S2 117-072 117-072 117-239
S3 116-197 116-298 117-221
S4 116-002 116-103 117-168
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% 0-193 0.5% 78% True False 857,306
10 118-125 116-300 1-145 1.2% 0-172 0.5% 63% False False 818,112
20 118-125 114-250 3-195 3.1% 0-224 0.6% 85% False False 805,104
40 118-280 114-250 4-030 3.5% 0-215 0.6% 75% False False 772,385
60 118-280 112-290 5-310 5.1% 0-215 0.6% 83% False False 761,715
80 120-110 112-290 7-140 6.3% 0-189 0.5% 67% False False 633,694
100 122-070 112-290 9-100 7.9% 0-151 0.4% 53% False False 507,125
120 124-110 112-290 11-140 9.7% 0-126 0.3% 43% False False 422,605
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 False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-229
2.618 119-231
1.618 119-036
1.000 118-235
0.618 118-161
HIGH 118-040
0.618 117-286
0.500 117-262
0.382 117-239
LOW 117-165
0.618 117-044
1.000 116-290
1.618 116-169
2.618 115-294
4.250 114-296
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 117-271 117-263
PP 117-267 117-252
S1 117-262 117-240

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

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