CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 121-095 121-310 0-215 0.6% 120-220
High 121-280 121-310 0-030 0.1% 121-110
Low 121-095 121-170 0-075 0.2% 119-275
Close 121-235 121-215 -0-020 -0.1% 120-115
Range 0-185 0-140 -0-045 -24.3% 1-155
ATR 0-226 0-220 -0-006 -2.7% 0-000
Volume 574,302 649,050 74,748 13.0% 2,697,710
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 123-012 122-253 121-292
R3 122-192 122-113 121-254
R2 122-052 122-052 121-241
R1 121-293 121-293 121-228 121-262
PP 121-232 121-232 121-232 121-216
S1 121-153 121-153 121-202 121-122
S2 121-092 121-092 121-189
S3 120-272 121-013 121-176
S4 120-132 120-193 121-138
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 124-312 124-048 121-056
R3 123-157 122-213 120-246
R2 122-002 122-002 120-202
R1 121-058 121-058 120-159 120-272
PP 120-167 120-167 120-167 120-114
S1 119-223 119-223 120-071 119-118
S2 119-012 119-012 120-028
S3 117-177 118-068 119-304
S4 116-022 116-233 119-174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-310 119-275 2-035 1.7% 0-160 0.4% 86% True False 655,209
10 121-310 119-275 2-035 1.7% 0-163 0.4% 86% True False 575,740
20 123-135 119-275 3-180 2.9% 0-175 0.4% 51% False False 595,036
40 126-010 119-275 6-055 5.1% 0-184 0.5% 29% False False 583,618
60 126-010 119-190 6-140 5.3% 0-212 0.5% 32% False False 554,075
80 126-010 119-140 6-190 5.4% 0-159 0.4% 34% False False 416,789
Crabel Price Patterns
NR True
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 True
Stretch 0-010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-265
2.618 123-037
1.618 122-217
1.000 122-130
0.618 122-077
HIGH 121-310
0.618 121-257
0.500 121-240
0.382 121-223
LOW 121-170
0.618 121-083
1.000 121-030
1.618 120-263
2.618 120-123
4.250 119-215
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 121-240 121-191
PP 121-232 121-167
S1 121-223 121-142

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

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