CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 124-000 123-290 -0-030 -0.1% 124-195
High 124-050 124-025 -0-025 -0.1% 124-195
Low 123-185 123-285 0-100 0.3% 122-285
Close 123-245 124-025 0-100 0.3% 123-105
Range 0-185 0-060 -0-125 -67.6% 1-230
ATR 1-007 0-311 -0-016 -5.0% 0-000
Volume 433,433 510,346 76,913 17.7% 3,045,574
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 124-185 124-165 124-058
R3 124-125 124-105 124-042
R2 124-065 124-065 124-036
R1 124-045 124-045 124-030 124-055
PP 124-005 124-005 124-005 124-010
S1 123-305 123-305 124-020 123-315
S2 123-265 123-265 124-014
S3 123-205 123-245 124-008
S4 123-145 123-185 123-312
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 128-245 127-245 124-088
R3 127-015 126-015 123-256
R2 125-105 125-105 123-206
R1 124-105 124-105 123-155 123-310
PP 123-195 123-195 123-195 123-138
S1 122-195 122-195 123-055 122-080
S2 121-285 121-285 123-004
S3 120-055 120-285 122-274
S4 118-145 119-055 122-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-050 122-285 1-085 1.0% 0-190 0.5% 94% False False 610,215
10 126-010 120-310 5-020 4.1% 1-009 0.8% 61% False False 656,685
20 126-010 120-030 5-300 4.8% 0-281 0.7% 67% False False 679,319
40 126-010 119-140 6-190 5.3% 0-181 0.5% 70% False False 397,174
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-054
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 124-280
2.618 124-182
1.618 124-122
1.000 124-085
0.618 124-062
HIGH 124-025
0.618 124-002
0.500 123-315
0.382 123-308
LOW 123-285
0.618 123-248
1.000 123-225
1.618 123-188
2.618 123-128
4.250 123-030
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 124-015 123-303
PP 124-005 123-262
S1 123-315 123-220

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

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