CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 120-060 120-040 -0-020 -0.1% 119-090
High 120-110 120-040 -0-070 -0.2% 119-170
Low 119-130 120-040 0-230 0.6% 118-220
Close 120-060 120-040 -0-020 -0.1% 118-250
Range 0-300 0-000 -0-300 -100.0% 0-270
ATR 0-157 0-148 -0-010 -6.2% 0-000
Volume 6,737 10,944 4,207 62.4% 18,483
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 120-040 120-040 120-040
R3 120-040 120-040 120-040
R2 120-040 120-040 120-040
R1 120-040 120-040 120-040 120-040
PP 120-040 120-040 120-040 120-040
S1 120-040 120-040 120-040 120-040
S2 120-040 120-040 120-040
S3 120-040 120-040 120-040
S4 120-040 120-040 120-040
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
5 120-110 118-250 1-180 1.3% 0-060 0.2% 86% False False 6,207
10 120-110 118-220 1-210 1.4% 0-030 0.1% 87% False False 4,800
20 121-150 118-220 2-250 2.3% 0-015 0.0% 52% False False 3,013
40 123-190 118-220 4-290 4.1% 0-008 0.0% 29% False False 1,507
60 124-110 118-220 5-210 4.7% 0-005 0.0% 25% False False 1,005
80 124-110 118-140 5-290 4.9% 0-004 0.0% 29% False False 754
100 125-140 118-140 7-000 5.8% 0-003 0.0% 24% False False 604
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-040
2.618 120-040
1.618 120-040
1.000 120-040
0.618 120-040
HIGH 120-040
0.618 120-040
0.500 120-040
0.382 120-040
LOW 120-040
0.618 120-040
1.000 120-040
1.618 120-040
2.618 120-040
4.250 120-040
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 120-040 120-013
PP 120-040 119-307
S1 120-040 119-280

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

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