CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 120-060 121-035 0-295 0.8% 119-100
High 120-235 121-050 0-135 0.3% 121-050
Low 120-000 120-285 0-285 0.7% 119-055
Close 120-150 121-025 0-195 0.5% 121-025
Range 0-235 0-085 -0-150 -63.8% 1-315
ATR 0-156 0-161 0-005 2.9% 0-000
Volume 1,090,177 1,404,749 314,572 28.9% 4,167,398
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 121-268 121-232 121-072
R3 121-183 121-147 121-048
R2 121-098 121-098 121-041
R1 121-062 121-062 121-033 121-038
PP 121-013 121-013 121-013 121-001
S1 120-297 120-297 121-017 120-272
S2 120-248 120-248 121-009
S3 120-163 120-212 121-002
S4 120-078 120-127 120-298
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 126-135 125-235 122-054
R3 124-140 123-240 121-200
R2 122-145 122-145 121-141
R1 121-245 121-245 121-083 122-035
PP 120-150 120-150 120-150 120-205
S1 119-250 119-250 120-287 120-040
S2 118-155 118-155 120-229
S3 116-160 117-255 120-170
S4 114-165 115-260 119-316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-050 119-055 1-315 1.6% 0-138 0.4% 96% True False 993,203
10 121-050 118-260 2-110 1.9% 0-120 0.3% 97% True False 896,525
20 121-050 117-200 3-170 2.9% 0-125 0.3% 98% True False 875,850
40 121-050 116-295 4-075 3.5% 0-129 0.3% 98% True False 863,117
60 121-050 116-200 4-170 3.7% 0-137 0.4% 98% True False 821,576
80 121-050 113-080 7-290 6.5% 0-111 0.3% 99% True False 647,424
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122-091
2.618 121-273
1.618 121-188
1.000 121-135
0.618 121-103
HIGH 121-050
0.618 121-018
0.500 121-008
0.382 120-317
LOW 120-285
0.618 120-232
1.000 120-200
1.618 120-147
2.618 120-062
4.250 119-244
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 121-019 120-278
PP 121-013 120-212
S1 121-008 120-145

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

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