CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 120-305 121-020 0-035 0.1% 119-100
High 121-055 121-275 0-220 0.6% 121-050
Low 120-290 120-175 -0-115 -0.3% 119-055
Close 121-055 120-265 -0-110 -0.3% 121-025
Range 0-085 1-100 1-015 394.1% 1-315
ATR 0-156 0-174 0-019 12.1% 0-000
Volume 705,831 215,023 -490,808 -69.5% 4,167,398
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 125-005 124-075 121-176
R3 123-225 122-295 121-060
R2 122-125 122-125 121-022
R1 121-195 121-195 120-304 121-110
PP 121-025 121-025 121-025 120-302
S1 120-095 120-095 120-226 120-010
S2 119-245 119-245 120-188
S3 118-145 118-315 120-150
S4 117-045 117-215 120-034
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
5 121-275 119-240 2-035 1.7% 0-187 0.5% 51% True False 855,102
10 121-275 119-055 2-220 2.2% 0-149 0.4% 62% True False 828,637
20 121-275 117-220 4-055 3.5% 0-138 0.4% 75% True False 817,164
40 121-275 116-295 4-300 4.1% 0-133 0.3% 79% True False 833,756
60 121-275 116-200 5-075 4.3% 0-142 0.4% 80% True False 810,715
80 121-275 113-080 8-195 7.1% 0-118 0.3% 88% True False 658,912
100 121-275 113-080 8-195 7.1% 0-094 0.2% 88% True False 527,283
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 127-140
2.618 125-095
1.618 123-315
1.000 123-055
0.618 122-215
HIGH 121-275
0.618 121-115
0.500 121-065
0.382 121-015
LOW 120-175
0.618 119-235
1.000 119-075
1.618 118-135
2.618 117-035
4.250 114-310
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 121-065 121-065
PP 121-025 121-025
S1 120-305 120-305

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

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