CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 116-215 117-075 0-180 0.5% 117-295
High 117-040 117-145 0-105 0.3% 117-295
Low 116-215 116-230 0-015 0.0% 116-260
Close 117-010 117-140 0-130 0.3% 116-270
Range 0-145 0-235 0-090 62.1% 1-035
ATR 0-173 0-177 0-004 2.6% 0-000
Volume 666,462 667,814 1,352 0.2% 4,066,701
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-130 119-050 117-269
R3 118-215 118-135 117-205
R2 117-300 117-300 117-183
R1 117-220 117-220 117-162 117-260
PP 117-065 117-065 117-065 117-085
S1 116-305 116-305 117-118 117-025
S2 116-150 116-150 117-097
S3 115-235 116-070 117-075
S4 115-000 115-155 117-011
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
5 117-150 116-215 0-255 0.7% 0-173 0.5% 96% False False 774,022
10 118-150 116-215 1-255 1.5% 0-174 0.5% 43% False False 756,864
20 118-150 116-110 2-040 1.8% 0-147 0.4% 51% False False 663,744
40 118-150 113-080 5-070 4.4% 0-077 0.2% 80% False False 339,532
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-184
2.618 119-120
1.618 118-205
1.000 118-060
0.618 117-290
HIGH 117-145
0.618 117-055
0.500 117-028
0.382 117-000
LOW 116-230
0.618 116-085
1.000 115-315
1.618 115-170
2.618 114-255
4.250 113-191
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 117-102 117-100
PP 117-065 117-060
S1 117-028 117-020

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

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