CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 114-100 113-080 -1-020 -0.9% 114-200
High 114-100 113-080 -1-020 -0.9% 114-200
Low 114-100 113-080 -1-020 -0.9% 113-080
Close 114-100 113-130 -0-290 -0.8% 113-130
Range
ATR 0-167 0-179 0-012 7.4% 0-000
Volume 870 4,462 3,592 412.9% 7,779
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 113-097 113-113 113-130
R3 113-097 113-113 113-130
R2 113-097 113-097 113-130
R1 113-113 113-113 113-130 113-105
PP 113-097 113-097 113-097 113-092
S1 113-113 113-113 113-130 113-105
S2 113-097 113-097 113-130
S3 113-097 113-113 113-130
S4 113-097 113-113 113-130
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 117-283 117-007 114-052
R3 116-163 115-207 113-251
R2 115-043 115-043 113-211
R1 114-087 114-087 113-170 114-005
PP 113-243 113-243 113-243 113-202
S1 112-287 112-287 113-090 112-205
S2 112-123 112-123 113-049
S3 111-003 111-167 113-009
S4 109-203 110-047 112-208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-200 113-080 1-120 1.2% 0-000 0.0% 11% False True 1,555
10 115-270 113-080 2-190 2.3% 0-000 0.0% 6% False True 1,107
20 117-070 113-080 3-310 3.5% 0-000 0.0% 4% False True 990
Crabel Price Patterns
NR False
NR4 False
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 False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 113-080
2.618 113-080
1.618 113-080
1.000 113-080
0.618 113-080
HIGH 113-080
0.618 113-080
0.500 113-080
0.382 113-080
LOW 113-080
0.618 113-080
1.000 113-080
1.618 113-080
2.618 113-080
4.250 113-080
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 113-113 113-250
PP 113-097 113-210
S1 113-080 113-170

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

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