CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 116-150 116-120 -0-030 -0.1% 116-030
High 116-210 116-260 0-050 0.1% 116-260
Low 116-110 116-120 0-010 0.0% 116-030
Close 116-170 116-230 0-060 0.2% 116-230
Range 0-100 0-140 0-040 40.0% 0-230
ATR 0-153 0-152 -0-001 -0.6% 0-000
Volume 412,785 583,143 170,358 41.3% 1,421,890
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 117-303 117-247 116-307
R3 117-163 117-107 116-268
R2 117-023 117-023 116-256
R1 116-287 116-287 116-243 116-315
PP 116-203 116-203 116-203 116-218
S1 116-147 116-147 116-217 116-175
S2 116-063 116-063 116-204
S3 115-243 116-007 116-192
S4 115-103 115-187 116-153
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 118-223 118-137 117-036
R3 117-313 117-227 116-293
R2 117-083 117-083 116-272
R1 116-317 116-317 116-251 117-040
PP 116-173 116-173 116-173 116-195
S1 116-087 116-087 116-209 116-130
S2 115-263 115-263 116-188
S3 115-033 115-177 116-167
S4 114-123 114-267 116-104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-260 116-030 0-230 0.6% 0-048 0.1% 87% True False 284,378
10 116-310 115-220 1-090 1.1% 0-038 0.1% 80% False False 149,974
20 116-310 113-080 3-230 3.2% 0-019 0.1% 93% False False 75,949
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-004
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 118-215
2.618 117-307
1.618 117-167
1.000 117-080
0.618 117-027
HIGH 116-260
0.618 116-207
0.500 116-190
0.382 116-173
LOW 116-120
0.618 116-033
1.000 115-300
1.618 115-213
2.618 115-073
4.250 114-165
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 116-217 116-215
PP 116-203 116-200
S1 116-190 116-185

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

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