CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 117-060 116-215 -0-165 -0.4% 117-295
High 117-100 117-040 -0-060 -0.2% 117-295
Low 116-260 116-215 -0-045 -0.1% 116-260
Close 116-260 117-010 0-070 0.2% 116-270
Range 0-160 0-145 -0-015 -9.4% 1-035
ATR 0-175 0-173 -0-002 -1.2% 0-000
Volume 653,200 666,462 13,262 2.0% 4,066,701
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-097 118-038 117-090
R3 117-272 117-213 117-050
R2 117-127 117-127 117-037
R1 117-068 117-068 117-023 117-098
PP 116-302 116-302 116-302 116-316
S1 116-243 116-243 116-317 116-272
S2 116-157 116-157 116-303
S3 116-012 116-098 116-290
S4 115-187 115-273 116-250
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
5 117-220 116-215 1-005 0.9% 0-179 0.5% 35% False True 799,499
10 118-150 116-200 1-270 1.6% 0-162 0.4% 22% False False 752,689
20 118-150 116-110 2-040 1.8% 0-135 0.4% 32% False False 636,260
40 118-150 113-080 5-070 4.5% 0-071 0.2% 72% False False 322,840
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0-010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119-016
2.618 118-100
1.618 117-275
1.000 117-185
0.618 117-130
HIGH 117-040
0.618 116-305
0.500 116-288
0.382 116-270
LOW 116-215
0.618 116-125
1.000 116-070
1.618 115-300
2.618 115-155
4.250 114-239
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 116-316 117-008
PP 116-302 117-005
S1 116-288 117-002

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

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