CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 118-190 117-310 -0-200 -0.5% 117-165
High 118-190 118-030 -0-160 -0.4% 118-195
Low 118-040 117-220 -0-140 -0.4% 116-295
Close 118-050 117-265 -0-105 -0.3% 118-195
Range 0-150 0-130 -0-020 -13.3% 1-220
ATR 0-171 0-170 -0-002 -0.9% 0-000
Volume 744,279 930,628 186,349 25.0% 4,855,675
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 119-028 118-277 118-016
R3 118-218 118-147 117-301
R2 118-088 118-088 117-289
R1 118-017 118-017 117-277 117-308
PP 117-278 117-278 117-278 117-264
S1 117-207 117-207 117-253 117-178
S2 117-148 117-148 117-241
S3 117-018 117-077 117-229
S4 116-208 116-267 117-194
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 123-035 122-175 119-172
R3 121-135 120-275 119-024
R2 119-235 119-235 118-294
R1 119-055 119-055 118-244 119-145
PP 118-015 118-015 118-015 118-060
S1 117-155 117-155 118-146 117-245
S2 116-115 116-115 118-096
S3 114-215 115-255 118-046
S4 112-315 114-035 117-218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-230 117-200 1-030 0.9% 0-121 0.3% 19% False False 967,369
10 118-230 116-295 1-255 1.5% 0-127 0.3% 50% False False 937,515
20 119-200 116-295 2-225 2.3% 0-130 0.3% 34% False False 853,540
40 119-235 116-215 3-020 2.6% 0-142 0.4% 38% False False 827,633
60 119-235 114-230 5-005 4.3% 0-117 0.3% 62% False False 651,741
80 119-235 113-080 6-155 5.5% 0-088 0.2% 71% False False 489,067
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-262
2.618 119-050
1.618 118-240
1.000 118-160
0.618 118-110
HIGH 118-030
0.618 117-300
0.500 117-285
0.382 117-270
LOW 117-220
0.618 117-140
1.000 117-090
1.618 117-010
2.618 116-200
4.250 115-308
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 117-285 118-065
PP 117-278 118-025
S1 117-272 117-305

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

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