CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 119-100 119-040 -0-060 -0.2% 119-220
High 119-100 119-040 -0-060 -0.2% 120-110
Low 119-100 119-040 -0-060 -0.2% 119-130
Close 119-100 119-040 -0-060 -0.2% 120-000
Range
ATR 0-146 0-140 -0-006 -4.2% 0-000
Volume 8,119 11,569 3,450 42.5% 41,678
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 119-040 119-040 119-040
R3 119-040 119-040 119-040
R2 119-040 119-040 119-040
R1 119-040 119-040 119-040 119-040
PP 119-040 119-040 119-040 119-040
S1 119-040 119-040 119-040 119-040
S2 119-040 119-040 119-040
S3 119-040 119-040 119-040
S4 119-040 119-040 119-040
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 122-233 122-097 120-165
R3 121-253 121-117 120-082
R2 120-273 120-273 120-055
R1 120-137 120-137 120-028 120-205
PP 119-293 119-293 119-293 120-008
S1 119-157 119-157 119-292 119-225
S2 118-313 118-313 119-265
S3 118-013 118-177 119-238
S4 117-033 117-197 119-155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-110 119-040 1-070 1.0% 0-060 0.2% 0% False True 9,979
10 120-110 118-220 1-210 1.4% 0-030 0.1% 26% False False 7,549
20 120-230 118-220 2-010 1.7% 0-015 0.0% 22% False False 4,623
40 122-280 118-220 4-060 3.5% 0-008 0.0% 10% False False 2,313
60 124-110 118-220 5-210 4.7% 0-005 0.0% 8% False False 1,542
80 124-110 118-140 5-290 5.0% 0-004 0.0% 12% False False 1,157
100 125-140 118-140 7-000 5.9% 0-003 0.0% 10% False False 926
Crabel Price Patterns
NR False
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 0-005
Fibonacci Retracements and Extensions
4.250 119-040
2.618 119-040
1.618 119-040
1.000 119-040
0.618 119-040
HIGH 119-040
0.618 119-040
0.500 119-040
0.382 119-040
LOW 119-040
0.618 119-040
1.000 119-040
1.618 119-040
2.618 119-040
4.250 119-040
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 119-040 119-175
PP 119-040 119-130
S1 119-040 119-085

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

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