CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 117-180 118-005 0-145 0.4% 119-155
High 118-000 118-200 0-200 0.5% 119-180
Low 117-030 118-005 0-295 0.8% 117-030
Close 117-165 118-200 1-035 0.9% 118-200
Range 0-290 0-195 -0-095 -32.8% 2-150
ATR 0-245 0-253 0-008 3.2% 0-000
Volume 1,502,078 1,469,628 -32,450 -2.2% 4,635,762
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 120-080 120-015 118-307
R3 119-205 119-140 118-254
R2 119-010 119-010 118-236
R1 118-265 118-265 118-218 118-298
PP 118-135 118-135 118-135 118-151
S1 118-070 118-070 118-182 118-102
S2 117-260 117-260 118-164
S3 117-065 117-195 118-146
S4 116-190 117-000 118-093
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 125-267 124-223 119-314
R3 123-117 122-073 119-097
R2 120-287 120-287 119-025
R1 119-243 119-243 118-272 119-030
PP 118-137 118-137 118-137 118-030
S1 117-093 117-093 118-128 116-200
S2 115-307 115-307 118-055
S3 113-157 114-263 117-303
S4 111-007 112-113 117-086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-200 117-030 2-170 2.1% 0-254 0.7% 60% False False 1,143,193
10 121-230 117-030 4-200 3.9% 0-234 0.6% 33% False False 869,464
20 121-310 117-030 4-280 4.1% 0-198 0.5% 31% False False 722,602
40 123-270 117-030 6-240 5.7% 0-193 0.5% 23% False False 642,283
60 126-010 117-030 8-300 7.5% 0-221 0.6% 17% False False 650,998
80 126-010 117-030 8-300 7.5% 0-188 0.5% 17% False False 525,182
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 0-038
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-069
2.618 120-071
1.618 119-196
1.000 119-075
0.618 119-001
HIGH 118-200
0.618 118-126
0.500 118-102
0.382 118-079
LOW 118-005
0.618 117-204
1.000 117-130
1.618 117-009
2.618 116-134
4.250 115-136
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 118-168 118-118
PP 118-135 118-037
S1 118-102 117-275

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

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