CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 118-220 118-250 0-030 0.1% 119-090
High 118-220 118-250 0-030 0.1% 119-170
Low 118-220 118-250 0-030 0.1% 118-220
Close 118-220 118-250 0-030 0.1% 118-250
Range
ATR 0-156 0-147 -0-009 -5.8% 0-000
Volume 4,770 1,889 -2,881 -60.4% 18,483
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 118-250 118-250 118-250
R3 118-250 118-250 118-250
R2 118-250 118-250 118-250
R1 118-250 118-250 118-250 118-250
PP 118-250 118-250 118-250 118-250
S1 118-250 118-250 118-250 118-250
S2 118-250 118-250 118-250
S3 118-250 118-250 118-250
S4 118-250 118-250 118-250
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 121-170 121-000 119-078
R3 120-220 120-050 119-004
R2 119-270 119-270 118-300
R1 119-100 119-100 118-275 119-050
PP 119-000 119-000 119-000 118-295
S1 118-150 118-150 118-225 118-100
S2 118-050 118-050 118-200
S3 117-100 117-200 118-176
S4 116-150 116-250 118-102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-170 118-220 0-270 0.7% 0-000 0.0% 11% False False 3,696
10 120-230 118-220 2-010 1.7% 0-000 0.0% 5% False False 3,107
20 122-070 118-220 3-170 3.0% 0-000 0.0% 3% False False 1,556
40 124-110 118-220 5-210 4.8% 0-000 0.0% 2% False False 779
60 124-110 118-220 5-210 4.8% 0-000 0.0% 2% False False 520
80 124-110 118-140 5-290 5.0% 0-000 0.0% 6% False False 390
100 125-240 118-140 7-100 6.2% 0-000 0.0% 5% False False 312
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 True
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 118-250
2.618 118-250
1.618 118-250
1.000 118-250
0.618 118-250
HIGH 118-250
0.618 118-250
0.500 118-250
0.382 118-250
LOW 118-250
0.618 118-250
1.000 118-250
1.618 118-250
2.618 118-250
4.250 118-250
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 118-250 119-035
PP 118-250 119-000
S1 118-250 118-285

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

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