CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 117-310 117-270 -0-040 -0.1% 117-060
High 118-070 118-095 0-025 0.1% 118-040
Low 117-295 117-270 -0-025 -0.1% 116-215
Close 118-060 118-095 0-035 0.1% 117-315
Range 0-095 0-145 0-050 52.6% 1-145
ATR 0-169 0-167 -0-002 -1.0% 0-000
Volume 749,418 466,912 -282,506 -37.7% 3,689,611
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-162 119-113 118-175
R3 119-017 118-288 118-135
R2 118-192 118-192 118-122
R1 118-143 118-143 118-108 118-168
PP 118-047 118-047 118-047 118-059
S1 117-318 117-318 118-082 118-022
S2 117-222 117-222 118-068
S3 117-077 117-173 118-055
S4 116-252 117-028 118-015
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
5 118-095 116-230 1-185 1.3% 0-159 0.4% 100% True False 717,255
10 118-095 116-215 1-200 1.4% 0-169 0.4% 100% True False 758,377
20 118-150 116-200 1-270 1.6% 0-159 0.4% 91% False False 726,301
40 118-150 113-080 5-070 4.4% 0-091 0.2% 97% False False 412,409
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-071
2.618 119-155
1.618 119-010
1.000 118-240
0.618 118-185
HIGH 118-095
0.618 118-040
0.500 118-022
0.382 118-005
LOW 117-270
0.618 117-180
1.000 117-125
1.618 117-035
2.618 116-210
4.250 115-294
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 118-071 118-061
PP 118-047 118-027
S1 118-022 117-312

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

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