CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 118-025 117-150 -0-195 -0.5% 117-305
High 118-025 117-230 -0-115 -0.3% 118-250
Low 117-310 117-150 -0-160 -0.4% 117-150
Close 117-310 117-190 -0-120 -0.3% 117-190
Range 0-035 0-080 0-045 128.6% 1-100
ATR 0-159 0-159 0-000 0.0% 0-000
Volume 929,559 847,646 -81,913 -8.8% 3,830,964
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 118-110 118-070 117-234
R3 118-030 117-310 117-212
R2 117-270 117-270 117-205
R1 117-230 117-230 117-197 117-250
PP 117-190 117-190 117-190 117-200
S1 117-150 117-150 117-183 117-170
S2 117-110 117-110 117-175
S3 117-030 117-070 117-168
S4 116-270 116-310 117-146
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 121-283 121-017 118-101
R3 120-183 119-237 117-306
R2 119-083 119-083 117-267
R1 118-137 118-137 117-228 118-060
PP 117-303 117-303 117-303 117-265
S1 117-037 117-037 117-152 116-280
S2 116-203 116-203 117-113
S3 115-103 115-257 117-074
S4 114-003 114-157 116-279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-250 117-150 1-100 1.1% 0-094 0.2% 10% False True 766,192
10 118-310 117-150 1-160 1.3% 0-096 0.3% 8% False True 775,377
20 119-235 117-150 2-085 1.9% 0-122 0.3% 6% False True 811,831
40 119-235 116-120 3-115 2.9% 0-140 0.4% 36% False False 764,537
60 119-235 113-080 6-155 5.5% 0-098 0.3% 67% False False 525,315
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-250
2.618 118-119
1.618 118-039
1.000 117-310
0.618 117-279
HIGH 117-230
0.618 117-199
0.500 117-190
0.382 117-181
LOW 117-150
0.618 117-101
1.000 117-070
1.618 117-021
2.618 116-261
4.250 116-130
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 117-190 117-278
PP 117-190 117-248
S1 117-190 117-219

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

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