CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 119-020 119-085 0-065 0.2% 118-075
High 119-030 119-085 0-055 0.1% 119-125
Low 119-020 118-125 -0-215 -0.6% 118-060
Close 119-030 118-125 -0-225 -0.6% 118-125
Range 0-010 0-280 0-270 2,700.0% 1-065
ATR 0-244 0-246 0-003 1.1% 0-000
Volume 60,784 44,884 -15,900 -26.2% 1,225,730
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 121-098 120-232 118-279
R3 120-138 119-272 118-202
R2 119-178 119-178 118-176
R1 118-312 118-312 118-151 118-265
PP 118-218 118-218 118-218 118-195
S1 118-032 118-032 118-099 117-305
S2 117-258 117-258 118-074
S3 116-298 117-072 118-048
S4 116-018 116-112 117-291
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 122-085 121-170 119-017
R3 121-020 120-105 118-231
R2 119-275 119-275 118-196
R1 119-040 119-040 118-160 119-158
PP 118-210 118-210 118-210 118-269
S1 117-295 117-295 118-090 118-092
S2 117-145 117-145 118-054
S3 116-080 116-230 118-019
S4 115-015 115-165 117-233
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-125 118-060 1-065 1.0% 0-138 0.4% 17% False False 245,146
10 120-095 116-300 3-115 2.8% 0-228 0.6% 43% False False 617,465
20 120-095 115-005 5-090 4.5% 0-226 0.6% 64% False False 682,334
40 120-095 114-250 5-165 4.7% 0-225 0.6% 65% False False 726,326
60 120-095 113-230 6-185 5.6% 0-215 0.6% 71% False False 725,052
80 120-095 112-290 7-125 6.2% 0-205 0.5% 74% False False 664,931
100 121-200 112-290 8-230 7.4% 0-167 0.4% 63% False False 532,438
120 124-110 112-290 11-140 9.7% 0-139 0.4% 48% False False 443,698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-315
2.618 121-178
1.618 120-218
1.000 120-045
0.618 119-258
HIGH 119-085
0.618 118-298
0.500 118-265
0.382 118-232
LOW 118-125
0.618 117-272
1.000 117-165
1.618 116-312
2.618 116-032
4.250 114-215
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 118-265 118-285
PP 118-218 118-232
S1 118-172 118-178

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

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