CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 117-110 117-060 -0-050 -0.1% 117-295
High 117-110 117-100 -0-010 0.0% 117-295
Low 116-260 116-260 0-000 0.0% 116-260
Close 116-270 116-260 -0-010 0.0% 116-270
Range 0-170 0-160 -0-010 -5.9% 1-035
ATR 0-176 0-175 -0-001 -0.6% 0-000
Volume 833,857 653,200 -180,657 -21.7% 4,066,701
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-153 118-047 117-028
R3 117-313 117-207 116-304
R2 117-153 117-153 116-289
R1 117-047 117-047 116-275 117-020
PP 116-313 116-313 116-313 116-300
S1 116-207 116-207 116-245 116-180
S2 116-153 116-153 116-231
S3 115-313 116-047 116-216
S4 115-153 115-207 116-172
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 120-167 119-253 117-145
R3 119-132 118-218 117-048
R2 118-097 118-097 117-015
R1 117-183 117-183 116-303 117-122
PP 117-062 117-062 117-062 117-031
S1 116-148 116-148 116-237 116-088
S2 116-027 116-027 116-205
S3 114-312 115-113 116-172
S4 113-277 114-078 116-075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-220 116-260 0-280 0.7% 0-157 0.4% 0% False True 780,217
10 118-150 116-200 1-270 1.6% 0-161 0.4% 10% False False 758,190
20 118-150 116-030 2-120 2.0% 0-128 0.3% 30% False False 607,360
40 118-150 113-080 5-070 4.5% 0-068 0.2% 68% False False 306,190
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 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-140
2.618 118-199
1.618 118-039
1.000 117-260
0.618 117-199
HIGH 117-100
0.618 117-039
0.500 117-020
0.382 117-001
LOW 116-260
0.618 116-161
1.000 116-100
1.618 116-001
2.618 115-161
4.250 114-220
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 117-020 117-045
PP 116-313 117-010
S1 116-287 116-295

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

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