CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 118-250 119-220 0-290 0.8% 119-090
High 118-250 119-220 0-290 0.8% 119-170
Low 118-250 119-220 0-290 0.8% 118-220
Close 118-250 119-220 0-290 0.8% 118-250
Range
ATR 0-147 0-157 0-010 7.0% 0-000
Volume 1,889 2,865 976 51.7% 18,483
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 119-220 119-220 119-220
R3 119-220 119-220 119-220
R2 119-220 119-220 119-220
R1 119-220 119-220 119-220 119-220
PP 119-220 119-220 119-220 119-220
S1 119-220 119-220 119-220 119-220
S2 119-220 119-220 119-220
S3 119-220 119-220 119-220
S4 119-220 119-220 119-220
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
5 119-220 118-220 1-000 0.8% 0-000 0.0% 100% True False 3,708
10 120-030 118-220 1-130 1.2% 0-000 0.0% 71% False False 3,267
20 122-070 118-220 3-170 3.0% 0-000 0.0% 28% False False 1,699
40 124-110 118-220 5-210 4.7% 0-000 0.0% 18% False False 850
60 124-110 118-220 5-210 4.7% 0-000 0.0% 18% False False 567
80 124-110 118-140 5-290 4.9% 0-000 0.0% 21% False False 426
100 125-240 118-140 7-100 6.1% 0-000 0.0% 17% False False 341
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
4.250 119-220
2.618 119-220
1.618 119-220
1.000 119-220
0.618 119-220
HIGH 119-220
0.618 119-220
0.500 119-220
0.382 119-220
LOW 119-220
0.618 119-220
1.000 119-220
1.618 119-220
2.618 119-220
4.250 119-220
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 119-220 119-167
PP 119-220 119-113
S1 119-220 119-060

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

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