CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 120-030 119-170 -0-180 -0.5% 121-150
High 120-030 119-170 -0-180 -0.5% 121-150
Low 120-030 119-170 -0-180 -0.5% 120-000
Close 120-030 119-170 -0-180 -0.5% 120-000
Range
ATR 0-191 0-190 -0-001 -0.4% 0-000
Volume 5,403 1,541 -3,862 -71.5% 37
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 119-170 119-170 119-170
R3 119-170 119-170 119-170
R2 119-170 119-170 119-170
R1 119-170 119-170 119-170 119-170
PP 119-170 119-170 119-170 119-170
S1 119-170 119-170 119-170 119-170
S2 119-170 119-170 119-170
S3 119-170 119-170 119-170
S4 119-170 119-170 119-170
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 124-287 123-293 120-258
R3 123-137 122-143 120-129
R2 121-307 121-307 120-086
R1 120-313 120-313 120-043 120-235
PP 120-157 120-157 120-157 120-118
S1 119-163 119-163 119-277 119-085
S2 119-007 119-007 119-234
S3 117-177 118-013 119-191
S4 116-027 116-183 119-062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-230 119-170 1-060 1.0% 0-000 0.0% 0% False True 1,646
10 121-200 119-170 2-030 1.8% 0-000 0.0% 0% False True 825
20 122-220 119-170 3-050 2.6% 0-000 0.0% 0% False True 413
40 124-110 119-090 5-020 4.2% 0-000 0.0% 5% False False 207
60 124-110 118-140 5-290 4.9% 0-000 0.0% 19% False False 139
80 124-110 118-140 5-290 4.9% 0-000 0.0% 19% False False 104
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
4.250 119-170
2.618 119-170
1.618 119-170
1.000 119-170
0.618 119-170
HIGH 119-170
0.618 119-170
0.500 119-170
0.382 119-170
LOW 119-170
0.618 119-170
1.000 119-170
1.618 119-170
2.618 119-170
4.250 119-170
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 119-170 120-040
PP 119-170 119-297
S1 119-170 119-233

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

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