CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 119-040 119-140 0-100 0.3% 119-220
High 119-040 119-140 0-100 0.3% 120-110
Low 119-040 119-140 0-100 0.3% 119-130
Close 119-040 119-140 0-100 0.3% 120-000
Range
ATR 0-140 0-137 -0-003 -2.0% 0-000
Volume 11,569 34,481 22,912 198.0% 41,678
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 119-140 119-140 119-140
R3 119-140 119-140 119-140
R2 119-140 119-140 119-140
R1 119-140 119-140 119-140 119-140
PP 119-140 119-140 119-140 119-140
S1 119-140 119-140 119-140 119-140
S2 119-140 119-140 119-140
S3 119-140 119-140 119-140
S4 119-140 119-140 119-140
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
5 120-040 119-040 1-000 0.8% 0-000 0.0% 31% False False 15,528
10 120-110 118-220 1-210 1.4% 0-030 0.1% 45% False False 10,250
20 120-230 118-220 2-010 1.7% 0-015 0.0% 37% False False 6,347
40 122-220 118-220 4-000 3.3% 0-008 0.0% 19% False False 3,175
60 124-110 118-220 5-210 4.7% 0-005 0.0% 13% False False 2,117
80 124-110 118-140 5-290 4.9% 0-004 0.0% 17% False False 1,588
100 125-140 118-140 7-000 5.9% 0-003 0.0% 14% False False 1,271
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
4.250 119-140
2.618 119-140
1.618 119-140
1.000 119-140
0.618 119-140
HIGH 119-140
0.618 119-140
0.500 119-140
0.382 119-140
LOW 119-140
0.618 119-140
1.000 119-140
1.618 119-140
2.618 119-140
4.250 119-140
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 119-140 119-123
PP 119-140 119-107
S1 119-140 119-090

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

View Archives - Comment on this page... - Back to Index of Symbols