CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 114-200 114-230 0-030 0.1% 114-200
High 114-200 114-230 0-030 0.1% 114-200
Low 114-200 114-230 0-030 0.1% 113-080
Close 114-200 114-230 0-030 0.1% 113-130
Range
ATR 0-181 0-170 -0-011 -6.0% 0-000
Volume 1,176 3,358 2,182 185.5% 7,779
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 114-230 114-230 114-230
R3 114-230 114-230 114-230
R2 114-230 114-230 114-230
R1 114-230 114-230 114-230 114-230
PP 114-230 114-230 114-230 114-230
S1 114-230 114-230 114-230 114-230
S2 114-230 114-230 114-230
S3 114-230 114-230 114-230
S4 114-230 114-230 114-230
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
5 114-230 113-080 1-150 1.3% 0-000 0.0% 100% True False 2,346
10 115-270 113-080 2-190 2.3% 0-000 0.0% 57% False False 1,629
20 116-100 113-080 3-020 2.7% 0-000 0.0% 48% False False 1,076
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
4.250 114-230
2.618 114-230
1.618 114-230
1.000 114-230
0.618 114-230
HIGH 114-230
0.618 114-230
0.500 114-230
0.382 114-230
LOW 114-230
0.618 114-230
1.000 114-230
1.618 114-230
2.618 114-230
4.250 114-230
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 114-230 114-198
PP 114-230 114-167
S1 114-230 114-135

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

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