CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 121-215 121-005 -0-210 -0.5% 122-235
High 121-240 121-005 -0-235 -0.6% 123-135
Low 121-005 120-190 -0-135 -0.3% 121-175
Close 121-040 120-300 -0-060 -0.2% 121-175
Range 0-235 0-135 -0-100 -42.6% 1-280
ATR 0-243 0-238 -0-005 -2.1% 0-000
Volume 686,531 770,215 83,684 12.2% 3,086,832
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 122-037 121-303 121-054
R3 121-222 121-168 121-017
R2 121-087 121-087 121-005
R1 121-033 121-033 120-312 120-312
PP 120-272 120-272 120-272 120-251
S1 120-218 120-218 120-288 120-178
S2 120-137 120-137 120-275
S3 120-002 120-083 120-263
S4 119-187 119-268 120-226
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 127-255 126-175 122-185
R3 125-295 124-215 122-020
R2 124-015 124-015 121-285
R1 122-255 122-255 121-230 122-155
PP 122-055 122-055 122-055 122-005
S1 120-295 120-295 121-120 120-195
S2 120-095 120-095 121-065
S3 118-135 119-015 121-010
S4 116-175 117-055 120-165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-100 120-190 1-230 1.4% 0-163 0.4% 20% False True 644,621
10 123-135 120-190 2-265 2.3% 0-186 0.5% 12% False True 614,333
20 123-270 120-190 3-080 2.7% 0-188 0.5% 11% False True 561,963
40 126-010 120-030 5-300 4.9% 0-232 0.6% 14% False False 615,196
60 126-010 119-140 6-190 5.5% 0-185 0.5% 23% False False 459,375
Crabel Price Patterns
NR True
NR4 True
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 0-028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-259
2.618 122-038
1.618 121-223
1.000 121-140
0.618 121-088
HIGH 121-005
0.618 120-273
0.500 120-258
0.382 120-242
LOW 120-190
0.618 120-107
1.000 120-055
1.618 119-292
2.618 119-157
4.250 118-256
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 120-286 121-122
PP 120-272 121-075
S1 120-258 121-028

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

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