CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 116-280 116-120 -0-160 -0.4% 119-100
High 116-300 116-120 -0-180 -0.5% 119-140
Low 116-000 115-220 -0-100 -0.3% 117-230
Close 115-310 115-300 -0-010 0.0% 117-210
Range 0-300 0-220 -0-080 -26.7% 1-230
ATR 0-180 0-182 0-003 1.6% 0-000
Volume 369,292 648,936 279,644 75.7% 258,091
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 118-020 117-220 116-101
R3 117-120 117-000 116-040
R2 116-220 116-220 116-020
R1 116-100 116-100 116-000 116-050
PP 116-000 116-000 116-000 115-295
S1 115-200 115-200 115-280 115-150
S2 115-100 115-100 115-260
S3 114-200 114-300 115-240
S4 113-300 114-080 115-179
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 123-137 122-083 118-192
R3 121-227 120-173 118-041
R2 119-317 119-317 117-311
R1 118-263 118-263 117-260 118-175
PP 118-087 118-087 118-087 118-042
S1 117-033 117-033 117-160 116-265
S2 116-177 116-177 117-109
S3 114-267 115-123 117-059
S4 113-037 113-213 116-228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-130 115-220 2-230 2.3% 0-180 0.5% 9% False True 262,192
10 120-040 115-220 4-140 3.8% 0-090 0.2% 6% False True 138,860
20 120-110 115-220 4-210 4.0% 0-060 0.2% 5% False True 71,483
40 122-220 115-220 7-000 6.0% 0-030 0.1% 4% False True 35,948
60 124-110 115-220 8-210 7.5% 0-020 0.1% 3% False True 23,966
80 124-110 115-220 8-210 7.5% 0-015 0.0% 3% False True 17,975
100 124-110 115-220 8-210 7.5% 0-012 0.0% 3% False True 14,380
Crabel Price Patterns
NR True
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 0-002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-095
2.618 118-056
1.618 117-156
1.000 117-020
0.618 116-256
HIGH 116-120
0.618 116-036
0.500 116-010
0.382 115-304
LOW 115-220
0.618 115-084
1.000 115-000
1.618 114-184
2.618 113-284
4.250 112-245
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 116-010 116-275
PP 116-000 116-177
S1 115-310 116-078

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

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