CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 117-170 117-205 0-035 0.1% 116-030
High 118-020 117-255 -0-085 -0.2% 116-260
Low 117-170 117-200 0-030 0.1% 116-030
Close 118-015 117-240 -0-095 -0.3% 116-230
Range 0-170 0-055 -0-115 -67.6% 0-230
ATR 0-157 0-156 -0-002 -1.0% 0-000
Volume 878,850 693,699 -185,151 -21.1% 1,421,890
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-077 118-053 117-270
R3 118-022 117-318 117-255
R2 117-287 117-287 117-250
R1 117-263 117-263 117-245 117-275
PP 117-232 117-232 117-232 117-238
S1 117-208 117-208 117-235 117-220
S2 117-177 117-177 117-230
S3 117-122 117-153 117-225
S4 117-067 117-098 117-210
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
5 118-020 116-120 1-220 1.4% 0-130 0.3% 81% False False 627,508
10 118-020 115-220 2-120 2.0% 0-075 0.2% 87% False False 400,766
20 118-020 113-080 4-260 4.1% 0-044 0.1% 94% False False 203,503
40 118-020 113-080 4-260 4.1% 0-022 0.1% 94% False False 102,136
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 118-169
2.618 118-079
1.618 118-024
1.000 117-310
0.618 117-289
HIGH 117-255
0.618 117-234
0.500 117-228
0.382 117-221
LOW 117-200
0.618 117-166
1.000 117-145
1.618 117-111
2.618 117-056
4.250 116-286
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 117-236 117-217
PP 117-232 117-193
S1 117-228 117-170

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

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