CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 121-020 120-230 -0-110 -0.3% 119-100
High 121-275 120-235 -1-040 -0.9% 121-050
Low 120-175 120-130 -0-045 -0.1% 119-055
Close 120-265 120-130 -0-135 -0.3% 121-025
Range 1-100 0-105 -0-315 -75.0% 1-315
ATR 0-174 0-172 -0-003 -1.6% 0-000
Volume 215,023 109,617 -105,406 -49.0% 4,167,398
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 121-160 121-090 120-188
R3 121-055 120-305 120-159
R2 120-270 120-270 120-149
R1 120-200 120-200 120-140 120-182
PP 120-165 120-165 120-165 120-156
S1 120-095 120-095 120-120 120-078
S2 120-060 120-060 120-111
S3 119-275 119-310 120-101
S4 119-170 119-205 120-072
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
5 121-275 120-000 1-275 1.5% 0-186 0.5% 22% False False 705,079
10 121-275 119-055 2-220 2.2% 0-147 0.4% 46% False False 754,605
20 121-275 117-220 4-055 3.5% 0-139 0.4% 65% False False 769,276
40 121-275 116-295 4-300 4.1% 0-133 0.3% 71% False False 805,006
60 121-275 116-200 5-075 4.3% 0-140 0.4% 72% False False 802,725
80 121-275 114-040 7-235 6.4% 0-119 0.3% 81% False False 660,226
100 121-275 113-080 8-195 7.2% 0-095 0.2% 83% False False 528,379
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 0-035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-041
2.618 121-190
1.618 121-085
1.000 121-020
0.618 120-300
HIGH 120-235
0.618 120-195
0.500 120-182
0.382 120-170
LOW 120-130
0.618 120-065
1.000 120-025
1.618 119-280
2.618 119-175
4.250 119-004
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 120-182 121-042
PP 120-165 120-285
S1 120-148 120-208

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

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