CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 116-310 116-220 -0-090 -0.2% 114-040
High 116-310 116-220 -0-090 -0.2% 115-280
Low 116-170 116-220 0-050 0.1% 114-040
Close 116-170 116-220 0-050 0.1% 115-280
Range 0-140 0-000 -0-140 -100.0% 1-240
ATR 0-168 0-160 -0-008 -5.0% 0-000
Volume 10,787 27,920 17,133 158.8% 11,465
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 116-220 116-220 116-220
R3 116-220 116-220 116-220
R2 116-220 116-220 116-220
R1 116-220 116-220 116-220 116-220
PP 116-220 116-220 116-220 116-220
S1 116-220 116-220 116-220 116-220
S2 116-220 116-220 116-220
S3 116-220 116-220 116-220
S4 116-220 116-220 116-220
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
5 116-310 115-280 1-030 0.9% 0-028 0.1% 74% False False 9,748
10 116-310 113-080 3-230 3.2% 0-014 0.0% 92% False False 6,241
20 116-310 113-080 3-230 3.2% 0-007 0.0% 92% False False 3,452
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-220
2.618 116-220
1.618 116-220
1.000 116-220
0.618 116-220
HIGH 116-220
0.618 116-220
0.500 116-220
0.382 116-220
LOW 116-220
0.618 116-220
1.000 116-220
1.618 116-220
2.618 116-220
4.250 116-220
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 116-220 116-218
PP 116-220 116-217
S1 116-220 116-215

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

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