CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 121-020 121-250 0-230 0.6% 122-180
High 121-020 121-290 0-270 0.7% 122-180
Low 121-020 121-250 0-230 0.6% 121-020
Close 120-200 121-180 0-300 0.8% 121-180
Range 0-000 0-040 0-040 1-160
ATR 0-240 0-252 0-012 5.0% 0-000
Volume 69,494 35,454 -34,040 -49.0% 131,028
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 122-040 121-310 121-202
R3 122-000 121-270 121-191
R2 121-280 121-280 121-187
R1 121-230 121-230 121-184 121-235
PP 121-240 121-240 121-240 121-242
S1 121-190 121-190 121-176 121-195
S2 121-200 121-200 121-173
S3 121-160 121-150 121-169
S4 121-120 121-110 121-158
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 126-073 125-127 122-124
R3 124-233 123-287 121-312
R2 123-073 123-073 121-268
R1 122-127 122-127 121-224 122-020
PP 121-233 121-233 121-233 121-180
S1 120-287 120-287 121-136 120-180
S2 120-073 120-073 121-092
S3 118-233 119-127 121-048
S4 117-073 117-287 120-236
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% 0-050 0.1% 38% False False 28,044
10 122-180 119-140 3-040 2.6% 0-027 0.1% 68% False False 18,467
20 122-240 119-140 3-100 2.7% 0-014 0.0% 64% False False 11,031
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-140
2.618 122-075
1.618 122-035
1.000 122-010
0.618 121-315
HIGH 121-290
0.618 121-275
0.500 121-270
0.382 121-265
LOW 121-250
0.618 121-225
1.000 121-210
1.618 121-185
2.618 121-145
4.250 121-080
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 121-270 121-235
PP 121-240 121-217
S1 121-210 121-198

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

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