CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 115-280 116-130 0-170 0.5% 114-040
High 115-280 116-130 0-170 0.5% 115-280
Low 115-280 116-130 0-170 0.5% 114-040
Close 115-280 116-120 0-160 0.4% 115-280
Range
ATR 0-172 0-172 0-000 -0.1% 0-000
Volume 2,256 3,071 815 36.1% 11,465
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 116-127 116-123 116-120
R3 116-127 116-123 116-120
R2 116-127 116-127 116-120
R1 116-123 116-123 116-120 116-125
PP 116-127 116-127 116-127 116-128
S1 116-123 116-123 116-120 116-125
S2 116-127 116-127 116-120
S3 116-127 116-123 116-120
S4 116-127 116-123 116-120
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 120-173 119-307 116-268
R3 118-253 118-067 116-114
R2 117-013 117-013 116-063
R1 116-147 116-147 116-011 116-240
PP 115-093 115-093 115-093 115-140
S1 114-227 114-227 115-229 115-000
S2 113-173 113-173 115-177
S3 111-253 112-307 115-126
S4 110-013 111-067 114-292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-130 114-200 1-250 1.5% 0-000 0.0% 98% True False 2,534
10 116-130 113-080 3-050 2.7% 0-000 0.0% 99% True False 2,164
20 116-130 113-080 3-050 2.7% 0-000 0.0% 99% True False 1,475
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
4.250 116-130
2.618 116-130
1.618 116-130
1.000 116-130
0.618 116-130
HIGH 116-130
0.618 116-130
0.500 116-130
0.382 116-130
LOW 116-130
0.618 116-130
1.000 116-130
1.618 116-130
2.618 116-130
4.250 116-130
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 116-130 116-080
PP 116-127 116-040
S1 116-123 116-000

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

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