CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 117-270 118-050 0-100 0.3% 117-060
High 118-095 118-140 0-045 0.1% 118-040
Low 117-270 118-050 0-100 0.3% 116-215
Close 118-095 118-105 0-010 0.0% 117-315
Range 0-145 0-090 -0-055 -37.9% 1-145
ATR 0-167 0-162 -0-006 -3.3% 0-000
Volume 466,912 773,701 306,789 65.7% 3,689,611
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-048 119-007 118-154
R3 118-278 118-237 118-130
R2 118-188 118-188 118-122
R1 118-147 118-147 118-113 118-168
PP 118-098 118-098 118-098 118-109
S1 118-057 118-057 118-097 118-078
S2 118-008 118-008 118-088
S3 117-238 117-287 118-080
S4 117-148 117-197 118-056
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
5 118-140 117-110 1-030 0.9% 0-130 0.3% 90% True False 738,433
10 118-140 116-215 1-245 1.5% 0-152 0.4% 94% True False 756,227
20 118-150 116-200 1-270 1.6% 0-153 0.4% 92% False False 738,495
40 118-150 113-080 5-070 4.4% 0-093 0.2% 97% False False 431,731
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 119-202
2.618 119-056
1.618 118-286
1.000 118-230
0.618 118-196
HIGH 118-140
0.618 118-106
0.500 118-095
0.382 118-084
LOW 118-050
0.618 117-314
1.000 117-280
1.618 117-224
2.618 117-134
4.250 116-308
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 118-102 118-085
PP 118-098 118-065
S1 118-095 118-045

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

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