CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 117-165 117-220 0-055 0.1% 116-300
High 118-040 120-095 2-055 1.8% 120-095
Low 117-165 117-155 -0-010 0.0% 116-300
Close 117-275 118-010 0-055 0.1% 118-010
Range 0-195 2-260 2-065 361.5% 3-115
ATR 0-230 0-278 0-048 20.8% 0-000
Volume 1,041,353 1,305,522 264,169 25.4% 4,948,923
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 127-013 125-112 119-185
R3 124-073 122-172 118-258
R2 121-133 121-133 118-175
R1 119-232 119-232 118-092 120-182
PP 118-193 118-193 118-193 119-009
S1 116-292 116-292 117-248 117-242
S2 115-253 115-253 117-165
S3 112-313 114-032 117-082
S4 110-053 111-092 116-155
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 128-160 126-200 119-281
R3 125-045 123-085 118-306
R2 121-250 121-250 118-207
R1 119-290 119-290 118-109 120-270
PP 118-135 118-135 118-135 118-285
S1 116-175 116-175 117-231 117-155
S2 115-020 115-020 117-133
S3 111-225 113-060 117-034
S4 108-110 109-265 116-059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-095 116-300 3-115 2.8% 0-318 0.8% 33% True False 989,784
10 120-095 116-300 3-115 2.8% 0-238 0.6% 33% True False 849,304
20 120-095 114-250 5-165 4.7% 0-252 0.7% 59% True False 831,811
40 120-095 114-250 5-165 4.7% 0-232 0.6% 59% True False 787,494
60 120-095 112-290 7-125 6.3% 0-225 0.6% 69% True False 768,795
80 120-110 112-290 7-140 6.3% 0-200 0.5% 69% False False 649,920
100 122-070 112-290 9-100 7.9% 0-160 0.4% 55% False False 520,181
120 124-110 112-290 11-140 9.7% 0-133 0.4% 45% False False 433,484
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 185 trading days
Fibonacci Retracements and Extensions
4.250 132-080
2.618 127-211
1.618 124-271
1.000 123-035
0.618 122-011
HIGH 120-095
0.618 119-071
0.500 118-285
0.382 118-179
LOW 117-155
0.618 115-239
1.000 114-215
1.618 112-299
2.618 110-039
4.250 105-170
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 118-285 118-285
PP 118-193 118-193
S1 118-102 118-102

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

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