CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 120-300 122-180 1-200 1.3% 119-140
High 120-300 122-180 1-200 1.3% 122-050
Low 120-300 122-180 1-200 1.3% 119-140
Close 120-240 122-180 1-260 1.5% 120-240
Range
ATR 0-213 0-240 0-026 12.3% 0-000
Volume 9,193 4,759 -4,434 -48.2% 44,906
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 122-180 122-180 122-180
R3 122-180 122-180 122-180
R2 122-180 122-180 122-180
R1 122-180 122-180 122-180 122-180
PP 122-180 122-180 122-180 122-180
S1 122-180 122-180 122-180 122-180
S2 122-180 122-180 122-180
S3 122-180 122-180 122-180
S4 122-180 122-180 122-180
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 128-300 127-180 122-078
R3 126-070 124-270 121-159
R2 123-160 123-160 121-080
R1 122-040 122-040 121-000 122-260
PP 120-250 120-250 120-250 121-040
S1 119-130 119-130 120-160 120-030
S2 118-020 118-020 120-080
S3 115-110 116-220 120-001
S4 112-200 113-310 119-082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-180 120-300 1-200 1.3% 0-004 0.0% 100% True False 9,175
10 122-180 119-140 3-040 2.5% 0-002 0.0% 100% True False 7,544
20 124-000 119-140 4-180 3.7% 0-001 0.0% 68% False False 4,933
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
4.250 122-180
2.618 122-180
1.618 122-180
1.000 122-180
0.618 122-180
HIGH 122-180
0.618 122-180
0.500 122-180
0.382 122-180
LOW 122-180
0.618 122-180
1.000 122-180
1.618 122-180
2.618 122-180
4.250 122-180
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 122-180 122-093
PP 122-180 122-007
S1 122-180 121-240

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

View Archives - Comment on this page... - Back to Index of Symbols