CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 119-220 119-230 0-010 0.0% 119-090
High 119-220 119-230 0-010 0.0% 119-170
Low 119-220 119-230 0-010 0.0% 118-220
Close 119-220 119-230 0-010 0.0% 118-250
Range
ATR 0-157 0-147 -0-011 -6.7% 0-000
Volume 2,865 8,602 5,737 200.2% 18,483
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 119-230 119-230 119-230
R3 119-230 119-230 119-230
R2 119-230 119-230 119-230
R1 119-230 119-230 119-230 119-230
PP 119-230 119-230 119-230 119-230
S1 119-230 119-230 119-230 119-230
S2 119-230 119-230 119-230
S3 119-230 119-230 119-230
S4 119-230 119-230 119-230
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
5 119-230 118-220 1-010 0.9% 0-000 0.0% 100% True False 5,119
10 119-230 118-220 1-010 0.9% 0-000 0.0% 100% True False 3,587
20 122-070 118-220 3-170 2.9% 0-000 0.0% 29% False False 2,129
40 124-110 118-220 5-210 4.7% 0-000 0.0% 18% False False 1,065
60 124-110 118-220 5-210 4.7% 0-000 0.0% 18% False False 711
80 124-110 118-140 5-290 4.9% 0-000 0.0% 22% False False 533
100 125-240 118-140 7-100 6.1% 0-000 0.0% 18% False False 427
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 119-230
2.618 119-230
1.618 119-230
1.000 119-230
0.618 119-230
HIGH 119-230
0.618 119-230
0.500 119-230
0.382 119-230
LOW 119-230
0.618 119-230
1.000 119-230
1.618 119-230
2.618 119-230
4.250 119-230
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 119-230 119-180
PP 119-230 119-130
S1 119-230 119-080

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

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