CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 121-225 120-185 -1-040 -0.9% 120-315
High 121-225 120-215 -1-010 -0.8% 121-310
Low 120-265 120-185 -0-080 -0.2% 120-295
Close 120-265 120-210 -0-055 -0.1% 121-165
Range 0-280 0-030 -0-250 -89.3% 1-015
ATR 0-220 0-210 -0-010 -4.5% 0-000
Volume 531,520 556,584 25,064 4.7% 2,945,989
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 120-293 120-282 120-226
R3 120-263 120-252 120-218
R2 120-233 120-233 120-216
R1 120-222 120-222 120-213 120-228
PP 120-203 120-203 120-203 120-206
S1 120-192 120-192 120-207 120-198
S2 120-173 120-173 120-204
S3 120-143 120-162 120-202
S4 120-113 120-132 120-194
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 124-195 124-035 122-029
R3 123-180 123-020 121-257
R2 122-165 122-165 121-226
R1 122-005 122-005 121-196 122-085
PP 121-150 121-150 121-150 121-190
S1 120-310 120-310 121-134 121-070
S2 120-135 120-135 121-104
S3 119-120 119-295 121-073
S4 118-105 118-280 120-301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-310 120-185 1-125 1.2% 0-157 0.4% 6% False True 567,907
10 121-310 119-275 2-035 1.7% 0-171 0.4% 38% False False 597,808
20 122-170 119-275 2-215 2.2% 0-162 0.4% 30% False False 596,333
40 124-090 119-275 4-135 3.7% 0-178 0.5% 18% False False 562,982
60 126-010 119-190 6-140 5.3% 0-215 0.6% 17% False False 578,907
80 126-010 119-140 6-190 5.5% 0-165 0.4% 18% False False 436,938
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-006
Narrowest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 121-022
2.618 120-294
1.618 120-264
1.000 120-245
0.618 120-234
HIGH 120-215
0.618 120-204
0.500 120-200
0.382 120-196
LOW 120-185
0.618 120-166
1.000 120-155
1.618 120-136
2.618 120-106
4.250 120-058
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 120-207 121-048
PP 120-203 120-315
S1 120-200 120-262

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

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