CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 116-130 116-120 -0-010 0.0% 114-040
High 116-130 116-120 -0-010 0.0% 115-280
Low 116-130 116-120 -0-010 0.0% 114-040
Close 116-120 116-030 -0-090 -0.2% 115-280
Range
ATR 0-172 0-160 -0-012 -7.1% 0-000
Volume 3,071 4,706 1,635 53.2% 11,465
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 116-090 116-060 116-030
R3 116-090 116-060 116-030
R2 116-090 116-090 116-030
R1 116-060 116-060 116-030 116-075
PP 116-090 116-090 116-090 116-098
S1 116-060 116-060 116-030 116-075
S2 116-090 116-090 116-030
S3 116-090 116-060 116-030
S4 116-090 116-060 116-030
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
5 116-130 114-230 1-220 1.5% 0-000 0.0% 81% False False 3,240
10 116-130 113-080 3-050 2.7% 0-000 0.0% 90% False False 2,551
20 116-130 113-080 3-050 2.7% 0-000 0.0% 90% False False 1,658
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
4.250 116-120
2.618 116-120
1.618 116-120
1.000 116-120
0.618 116-120
HIGH 116-120
0.618 116-120
0.500 116-120
0.382 116-120
LOW 116-120
0.618 116-120
1.000 116-120
1.618 116-120
2.618 116-120
4.250 116-120
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 116-120 116-045
PP 116-090 116-040
S1 116-060 116-035

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

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