CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 119-170 119-100 -0-070 -0.2% 121-150
High 119-170 119-100 -0-070 -0.2% 121-150
Low 119-170 119-100 -0-070 -0.2% 120-000
Close 119-170 119-100 -0-070 -0.2% 120-000
Range
ATR 0-190 0-181 -0-009 -4.5% 0-000
Volume 1,541 4,011 2,470 160.3% 37
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 119-100 119-100 119-100
R3 119-100 119-100 119-100
R2 119-100 119-100 119-100
R1 119-100 119-100 119-100 119-100
PP 119-100 119-100 119-100 119-100
S1 119-100 119-100 119-100 119-100
S2 119-100 119-100 119-100
S3 119-100 119-100 119-100
S4 119-100 119-100 119-100
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
5 120-230 119-100 1-130 1.2% 0-000 0.0% 0% False True 2,444
10 121-150 119-100 2-050 1.8% 0-000 0.0% 0% False True 1,225
20 122-070 119-100 2-290 2.4% 0-000 0.0% 0% False True 614
40 124-110 119-100 5-010 4.2% 0-000 0.0% 0% False True 308
60 124-110 118-140 5-290 5.0% 0-000 0.0% 15% False False 206
80 124-110 118-140 5-290 5.0% 0-000 0.0% 15% False False 155
100 125-240 118-140 7-100 6.1% 0-000 0.0% 12% False False 124
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
4.250 119-100
2.618 119-100
1.618 119-100
1.000 119-100
0.618 119-100
HIGH 119-100
0.618 119-100
0.500 119-100
0.382 119-100
LOW 119-100
0.618 119-100
1.000 119-100
1.618 119-100
2.618 119-100
4.250 119-100
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 119-100 119-225
PP 119-100 119-183
S1 119-100 119-142

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

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