CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 113-080 114-040 0-280 0.8% 114-200
High 113-080 114-040 0-280 0.8% 114-200
Low 113-080 114-040 0-280 0.8% 113-080
Close 113-130 114-040 0-230 0.6% 113-130
Range
ATR 0-179 0-183 0-004 2.0% 0-000
Volume 4,462 1,865 -2,597 -58.2% 7,779
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 114-040 114-040 114-040
R3 114-040 114-040 114-040
R2 114-040 114-040 114-040
R1 114-040 114-040 114-040 114-040
PP 114-040 114-040 114-040 114-040
S1 114-040 114-040 114-040 114-040
S2 114-040 114-040 114-040
S3 114-040 114-040 114-040
S4 114-040 114-040 114-040
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% 64% False False 1,794
10 115-270 113-080 2-190 2.3% 0-000 0.0% 34% False False 1,247
20 116-130 113-080 3-050 2.8% 0-000 0.0% 28% False False 1,083
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
4.250 114-040
2.618 114-040
1.618 114-040
1.000 114-040
0.618 114-040
HIGH 114-040
0.618 114-040
0.500 114-040
0.382 114-040
LOW 114-040
0.618 114-040
1.000 114-040
1.618 114-040
2.618 114-040
4.250 114-040
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 114-040 114-003
PP 114-040 113-287
S1 114-040 113-250

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

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