CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 117-080 117-170 0-090 0.2% 116-030
High 117-210 118-020 0-130 0.3% 116-260
Low 117-000 117-170 0-170 0.5% 116-030
Close 117-170 118-015 0-165 0.4% 116-230
Range 0-210 0-170 -0-040 -19.0% 0-230
ATR 0-156 0-157 0-001 0.6% 0-000
Volume 529,813 878,850 349,037 65.9% 1,421,890
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-152 119-093 118-108
R3 118-302 118-243 118-062
R2 118-132 118-132 118-046
R1 118-073 118-073 118-031 118-102
PP 117-282 117-282 117-282 117-296
S1 117-223 117-223 117-319 117-252
S2 117-112 117-112 117-304
S3 116-262 117-053 117-288
S4 116-092 116-203 117-242
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
5 118-020 116-110 1-230 1.5% 0-139 0.4% 99% True False 571,325
10 118-020 115-220 2-120 2.0% 0-070 0.2% 99% True False 334,188
20 118-020 113-080 4-260 4.1% 0-042 0.1% 100% True False 168,862
40 118-020 113-080 4-260 4.1% 0-021 0.1% 100% True False 84,801
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 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-102
2.618 119-145
1.618 118-295
1.000 118-190
0.618 118-125
HIGH 118-020
0.618 117-275
0.500 117-255
0.382 117-235
LOW 117-170
0.618 117-065
1.000 117-000
1.618 116-215
2.618 116-045
4.250 115-088
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 117-308 117-279
PP 117-282 117-223
S1 117-255 117-168

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

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