CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 119-140 118-130 -1-010 -0.9% 119-220
High 119-140 118-130 -1-010 -0.9% 120-110
Low 119-140 118-130 -1-010 -0.9% 119-130
Close 119-140 118-130 -1-010 -0.9% 120-000
Range
ATR 0-137 0-151 0-014 10.0% 0-000
Volume 34,481 74,708 40,227 116.7% 41,678
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 118-130 118-130 118-130
R3 118-130 118-130 118-130
R2 118-130 118-130 118-130
R1 118-130 118-130 118-130 118-130
PP 118-130 118-130 118-130 118-130
S1 118-130 118-130 118-130 118-130
S2 118-130 118-130 118-130
S3 118-130 118-130 118-130
S4 118-130 118-130 118-130
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
5 119-310 118-130 1-180 1.3% 0-000 0.0% 0% False True 28,281
10 120-110 118-130 1-300 1.6% 0-030 0.1% 0% False True 17,244
20 120-230 118-130 2-100 2.0% 0-015 0.0% 0% False True 10,081
40 122-220 118-130 4-090 3.6% 0-008 0.0% 0% False True 5,042
60 124-110 118-130 5-300 5.0% 0-005 0.0% 0% False True 3,362
80 124-110 118-130 5-300 5.0% 0-004 0.0% 0% False True 2,522
100 125-140 118-130 7-010 5.9% 0-003 0.0% 0% False True 2,018
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
4.250 118-130
2.618 118-130
1.618 118-130
1.000 118-130
0.618 118-130
HIGH 118-130
0.618 118-130
0.500 118-130
0.382 118-130
LOW 118-130
0.618 118-130
1.000 118-130
1.618 118-130
2.618 118-130
4.250 118-130
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 118-130 118-295
PP 118-130 118-240
S1 118-130 118-185

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

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