CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 118-005 117-025 -0-300 -0.8% 119-155
High 118-200 117-025 -1-175 -1.3% 119-180
Low 118-005 117-015 -0-310 -0.8% 117-030
Close 118-200 117-015 -1-185 -1.3% 118-200
Range 0-195 0-010 -0-185 -94.9% 2-150
ATR 0-253 0-271 0-018 7.1% 0-000
Volume 1,469,628 319,268 -1,150,360 -78.3% 4,635,762
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 117-048 117-042 117-020
R3 117-038 117-032 117-018
R2 117-028 117-028 117-017
R1 117-022 117-022 117-016 117-020
PP 117-018 117-018 117-018 117-018
S1 117-012 117-012 117-014 117-010
S2 117-008 117-008 117-013
S3 116-318 117-002 117-012
S4 116-308 116-312 117-010
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
5 119-180 117-015 2-165 2.1% 0-227 0.6% 0% False True 991,006
10 121-225 117-015 4-210 4.0% 0-220 0.6% 0% False True 848,583
20 121-310 117-015 4-295 4.2% 0-188 0.5% 0% False True 706,476
40 123-255 117-015 6-240 5.8% 0-189 0.5% 0% False True 638,118
60 126-010 117-015 8-315 7.7% 0-218 0.6% 0% False True 645,220
80 126-010 117-015 8-315 7.7% 0-188 0.5% 0% False True 529,117
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 0-038
Narrowest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 117-068
2.618 117-051
1.618 117-041
1.000 117-035
0.618 117-031
HIGH 117-025
0.618 117-021
0.500 117-020
0.382 117-019
LOW 117-015
0.618 117-009
1.000 117-005
1.618 116-319
2.618 116-309
4.250 116-292
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 117-020 117-268
PP 117-018 117-183
S1 117-017 117-099

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

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