CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 120-000 120-220 0-220 0.6% 120-240
High 120-000 120-220 0-220 0.6% 120-240
Low 120-000 120-220 0-220 0.6% 118-230
Close 120-000 120-220 0-220 0.6% 118-230
Range
ATR 0-213 0-214 0-000 0.2% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 120-220 120-220 120-220
R3 120-220 120-220 120-220
R2 120-220 120-220 120-220
R1 120-220 120-220 120-220 120-220
PP 120-220 120-220 120-220 120-220
S1 120-220 120-220 120-220 120-220
S2 120-220 120-220 120-220
S3 120-220 120-220 120-220
S4 120-220 120-220 120-220
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 125-157 124-043 119-268
R3 123-147 122-033 119-089
R2 121-137 121-137 119-029
R1 120-023 120-023 118-290 119-235
PP 119-127 119-127 119-127 119-072
S1 118-013 118-013 118-170 117-225
S2 117-117 117-117 118-111
S3 115-107 116-003 118-051
S4 113-097 113-313 117-192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-220 118-140 2-080 1.9% 0-000 0.0% 100% True False 2
10 120-240 118-140 2-100 1.9% 0-000 0.0% 97% False False 2
20 123-240 118-140 5-100 4.4% 0-000 0.0% 42% False False 2
40 125-240 118-140 7-100 6.1% 0-000 0.0% 31% False False 2
Crabel Price Patterns
NR False
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 False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 120-220
2.618 120-220
1.618 120-220
1.000 120-220
0.618 120-220
HIGH 120-220
0.618 120-220
0.500 120-220
0.382 120-220
LOW 120-220
0.618 120-220
1.000 120-220
1.618 120-220
2.618 120-220
4.250 120-220
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 120-220 120-100
PP 120-220 119-300
S1 120-220 119-180

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

View Archives - Comment on this page... - Back to Index of Symbols