CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 119-310 119-100 -0-210 -0.5% 119-220
High 119-310 119-100 -0-210 -0.5% 120-110
Low 119-310 119-100 -0-210 -0.5% 119-130
Close 120-000 119-100 -0-220 -0.6% 120-000
Range
ATR 0-141 0-146 0-006 4.0% 0-000
Volume 12,530 8,119 -4,411 -35.2% 41,678
Daily Pivots for day following 18-May-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 15-May-2009
Classic Woodie Camarilla DeMark
R4 122-233 122-097 120-165
R3 121-253 121-117 120-082
R2 120-273 120-273 120-055
R1 120-137 120-137 120-028 120-205
PP 119-293 119-293 119-293 120-008
S1 119-157 119-157 119-292 119-225
S2 118-313 118-313 119-265
S3 118-013 118-177 119-238
S4 117-033 117-197 119-155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-110 119-100 1-010 0.9% 0-060 0.2% 0% False True 9,386
10 120-110 118-220 1-210 1.4% 0-030 0.1% 38% False False 6,547
20 120-270 118-220 2-050 1.8% 0-015 0.0% 29% False False 4,045
40 123-020 118-220 4-120 3.7% 0-008 0.0% 14% False False 2,023
60 124-110 118-220 5-210 4.7% 0-005 0.0% 11% False False 1,349
80 124-110 118-140 5-290 5.0% 0-004 0.0% 15% False False 1,012
100 125-140 118-140 7-000 5.9% 0-003 0.0% 13% False False 810
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 0-005
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 18-May-2009
Pivot 1 day 3 day
R1 119-100 119-230
PP 119-100 119-187
S1 119-100 119-143

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

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