CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 119-170 119-155 -0-015 0.0% 121-225
High 119-200 119-180 -0-020 -0.1% 121-225
Low 119-055 118-235 -0-140 -0.4% 119-055
Close 119-055 118-235 -0-140 -0.4% 119-055
Range 0-145 0-265 0-120 82.8% 2-170
ATR 0-224 0-227 0-003 1.3% 0-000
Volume 1,080,205 673,648 -406,557 -37.6% 3,530,808
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 121-158 120-302 119-061
R3 120-213 120-037 118-308
R2 119-268 119-268 118-284
R1 119-092 119-092 118-259 119-048
PP 119-003 119-003 119-003 118-301
S1 118-147 118-147 118-211 118-102
S2 118-058 118-058 118-186
S3 117-113 117-202 118-162
S4 116-168 116-257 118-089
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 127-195 125-295 120-180
R3 125-025 123-125 119-278
R2 122-175 122-175 119-204
R1 120-275 120-275 119-129 120-140
PP 120-005 120-005 120-005 119-258
S1 118-105 118-105 118-301 117-290
S2 117-155 117-155 118-226
S3 114-305 115-255 118-152
S4 112-135 113-085 117-250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-125 118-235 2-210 2.2% 0-209 0.6% 0% False True 734,587
10 121-310 118-235 3-075 2.7% 0-196 0.5% 0% False True 647,142
20 122-055 118-235 3-140 2.9% 0-182 0.5% 0% False True 627,799
40 124-090 118-235 5-175 4.7% 0-180 0.5% 0% False True 577,755
60 126-010 118-235 7-095 6.1% 0-218 0.6% 0% False True 615,246
80 126-010 118-235 7-095 6.1% 0-178 0.5% 0% False True 475,761
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 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-026
2.618 121-234
1.618 120-289
1.000 120-125
0.618 120-024
HIGH 119-180
0.618 119-079
0.500 119-048
0.382 119-016
LOW 118-235
0.618 118-071
1.000 117-290
1.618 117-126
2.618 116-181
4.250 115-069
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 119-048 120-020
PP 119-003 119-198
S1 118-279 119-057

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

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