CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 116-030 116-140 0-110 0.3% 116-130
High 116-030 116-140 0-110 0.3% 116-310
Low 116-030 116-140 0-110 0.3% 115-220
Close 116-030 116-140 0-110 0.3% 115-220
Range
ATR 0-168 0-164 -0-004 -2.5% 0-000
Volume 88,469 118,129 29,660 33.5% 77,858
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 116-140 116-140 116-140
R3 116-140 116-140 116-140
R2 116-140 116-140 116-140
R1 116-140 116-140 116-140 116-140
PP 116-140 116-140 116-140 116-140
S1 116-140 116-140 116-140 116-140
S2 116-140 116-140 116-140
S3 116-140 116-140 116-140
S4 116-140 116-140 116-140
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 119-307 119-033 116-126
R3 118-217 117-263 116-013
R2 117-127 117-127 115-295
R1 116-173 116-173 115-258 116-105
PP 116-037 116-037 116-037 116-002
S1 115-083 115-083 115-182 115-015
S2 114-267 114-267 115-145
S3 113-177 113-313 115-107
S4 112-087 112-223 114-314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-310 115-220 1-090 1.1% 0-028 0.1% 59% False False 55,335
10 116-310 114-230 2-080 1.9% 0-014 0.0% 76% False False 29,288
20 116-310 113-080 3-230 3.2% 0-007 0.0% 86% False False 15,320
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
4.250 116-140
2.618 116-140
1.618 116-140
1.000 116-140
0.618 116-140
HIGH 116-140
0.618 116-140
0.500 116-140
0.382 116-140
LOW 116-140
0.618 116-140
1.000 116-140
1.618 116-140
2.618 116-140
4.250 116-140
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 116-140 116-100
PP 116-140 116-060
S1 116-140 116-020

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

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