CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 116-120 117-005 0-205 0.6% 116-030
High 116-260 117-070 0-130 0.3% 116-260
Low 116-120 116-315 0-195 0.5% 116-030
Close 116-230 117-070 0-160 0.4% 116-230
Range 0-140 0-075 -0-065 -46.4% 0-230
ATR 0-152 0-152 0-001 0.4% 0-000
Volume 583,143 452,038 -131,105 -22.5% 1,421,890
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 117-270 117-245 117-111
R3 117-195 117-170 117-091
R2 117-120 117-120 117-084
R1 117-095 117-095 117-077 117-108
PP 117-045 117-045 117-045 117-051
S1 117-020 117-020 117-063 117-032
S2 116-290 116-290 117-056
S3 116-215 116-265 117-049
S4 116-140 116-190 117-029
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
5 117-070 116-110 0-280 0.7% 0-063 0.2% 100% True False 357,091
10 117-070 115-220 1-170 1.3% 0-046 0.1% 100% True False 194,871
20 117-070 113-080 3-310 3.4% 0-023 0.1% 100% True False 98,517
Crabel Price Patterns
NR True
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 0-005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-069
2.618 117-266
1.618 117-191
1.000 117-145
0.618 117-116
HIGH 117-070
0.618 117-041
0.500 117-032
0.382 117-024
LOW 116-315
0.618 116-269
1.000 116-240
1.618 116-194
2.618 116-119
4.250 115-316
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 117-058 117-023
PP 117-045 116-297
S1 117-032 116-250

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

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