CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 119-140 121-000 1-180 1.3% 121-240
High 119-140 121-000 1-180 1.3% 121-240
Low 119-140 121-000 1-180 1.3% 119-230
Close 119-140 121-000 1-180 1.3% 119-230
Range
ATR 0-179 0-202 0-023 12.9% 0-000
Volume 3,787 6,609 2,822 74.5% 26,711
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 121-000 121-000 121-000
R3 121-000 121-000 121-000
R2 121-000 121-000 121-000
R1 121-000 121-000 121-000 121-000
PP 121-000 121-000 121-000 121-000
S1 121-000 121-000 121-000 121-000
S2 121-000 121-000 121-000
S3 121-000 121-000 121-000
S4 121-000 121-000 121-000
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 126-157 125-043 120-268
R3 124-147 123-033 120-089
R2 122-137 122-137 120-029
R1 121-023 121-023 119-290 120-235
PP 120-127 120-127 120-127 120-072
S1 119-013 119-013 119-170 118-225
S2 118-117 118-117 119-111
S3 116-107 117-003 119-051
S4 114-097 114-313 118-192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-000 119-140 1-180 1.3% 0-000 0.0% 100% True False 6,343
10 121-280 119-140 2-140 2.0% 0-000 0.0% 64% False False 4,970
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 0-000
Fibonacci Retracements and Extensions
4.250 121-000
2.618 121-000
1.618 121-000
1.000 121-000
0.618 121-000
HIGH 121-000
0.618 121-000
0.500 121-000
0.382 121-000
LOW 121-000
0.618 121-000
1.000 121-000
1.618 121-000
2.618 121-000
4.250 121-000
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 121-000 120-237
PP 121-000 120-153
S1 121-000 120-070

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

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