CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 117-295 117-080 -0-215 -0.6% 117-005
High 117-295 117-080 -0-215 -0.6% 118-150
Low 117-175 117-045 -0-130 -0.3% 116-200
Close 117-175 117-060 -0-115 -0.3% 117-315
Range 0-120 0-035 -0-085 -70.8% 1-270
ATR 0-170 0-167 -0-003 -1.7% 0-000
Volume 818,816 570,052 -248,764 -30.4% 2,862,002
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 117-167 117-148 117-079
R3 117-132 117-113 117-070
R2 117-097 117-097 117-066
R1 117-078 117-078 117-063 117-070
PP 117-062 117-062 117-062 117-058
S1 117-043 117-043 117-057 117-035
S2 117-027 117-027 117-054
S3 116-312 117-008 117-050
S4 116-277 116-293 117-041
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% 0-145 0.4% 31% False False 705,879
10 118-150 116-200 1-270 1.6% 0-150 0.4% 31% False False 694,224
20 118-150 115-220 2-250 2.4% 0-098 0.3% 54% False False 444,548
40 118-150 113-080 5-070 4.5% 0-049 0.1% 75% False False 223,011
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-024
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 117-229
2.618 117-172
1.618 117-137
1.000 117-115
0.618 117-102
HIGH 117-080
0.618 117-067
0.500 117-062
0.382 117-058
LOW 117-045
0.618 117-023
1.000 117-010
1.618 116-308
2.618 116-273
4.250 116-216
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 117-062 117-258
PP 117-062 117-192
S1 117-061 117-126

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

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