CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 117-215 117-310 0-095 0.3% 117-060
High 118-040 118-070 0-030 0.1% 118-040
Low 117-210 117-295 0-085 0.2% 116-215
Close 117-315 118-060 0-065 0.2% 117-315
Range 0-150 0-095 -0-055 -36.7% 1-145
ATR 0-175 0-169 -0-006 -3.3% 0-000
Volume 848,695 749,418 -99,277 -11.7% 3,689,611
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-000 118-285 118-112
R3 118-225 118-190 118-086
R2 118-130 118-130 118-077
R1 118-095 118-095 118-069 118-112
PP 118-035 118-035 118-035 118-044
S1 118-000 118-000 118-051 118-018
S2 117-260 117-260 118-043
S3 117-165 117-225 118-034
S4 117-070 117-130 118-008
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 121-305 121-135 118-251
R3 120-160 119-310 118-123
R2 119-015 119-015 118-080
R1 118-165 118-165 118-038 118-250
PP 117-190 117-190 117-190 117-232
S1 117-020 117-020 117-272 117-105
S2 116-045 116-045 117-230
S3 114-220 115-195 117-187
S4 113-075 114-050 117-059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-070 116-215 1-175 1.3% 0-159 0.4% 98% True False 757,165
10 118-070 116-215 1-175 1.3% 0-158 0.4% 98% True False 768,691
20 118-150 116-200 1-270 1.6% 0-156 0.4% 85% False False 725,557
40 118-150 113-080 5-070 4.4% 0-087 0.2% 95% False False 400,753
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 0-018
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 119-154
2.618 118-319
1.618 118-224
1.000 118-165
0.618 118-129
HIGH 118-070
0.618 118-034
0.500 118-022
0.382 118-011
LOW 117-295
0.618 117-236
1.000 117-200
1.618 117-141
2.618 117-046
4.250 116-211
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 118-048 118-017
PP 118-035 117-293
S1 118-022 117-250

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

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