CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 117-065 117-260 0-195 0.5% 117-005
High 117-305 118-150 0-165 0.4% 118-150
Low 117-060 117-260 0-200 0.5% 116-200
Close 117-290 117-315 0-025 0.1% 117-315
Range 0-245 0-210 -0-035 -14.3% 1-270
ATR 0-169 0-172 0-003 1.7% 0-000
Volume 696,492 817,971 121,479 17.4% 2,862,002
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 120-018 119-217 118-110
R3 119-128 119-007 118-053
R2 118-238 118-238 118-034
R1 118-117 118-117 118-014 118-178
PP 118-028 118-028 118-028 118-059
S1 117-227 117-227 117-296 117-288
S2 117-138 117-138 117-276
S3 116-248 117-017 117-257
S4 116-038 116-127 117-200
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 123-072 122-143 119-000
R3 121-122 120-193 118-157
R2 119-172 119-172 118-103
R1 118-243 118-243 118-049 119-048
PP 117-222 117-222 117-222 117-284
S1 116-293 116-293 117-261 117-098
S2 115-272 115-272 117-207
S3 114-002 115-023 117-153
S4 112-052 113-073 116-310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-150 116-200 1-270 1.6% 0-181 0.5% 74% True False 690,203
10 118-150 116-120 2-030 1.8% 0-156 0.4% 77% True False 658,856
20 118-150 115-220 2-250 2.4% 0-090 0.2% 83% True False 375,371
40 118-150 113-080 5-070 4.4% 0-045 0.1% 91% True False 188,293
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 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-082
2.618 120-060
1.618 119-170
1.000 119-040
0.618 118-280
HIGH 118-150
0.618 118-070
0.500 118-045
0.382 118-020
LOW 117-260
0.618 117-130
1.000 117-050
1.618 116-240
2.618 116-030
4.250 115-008
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 118-045 117-268
PP 118-028 117-222
S1 118-012 117-175

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

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