CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 116-040 116-220 0-180 0.5% 118-010
High 117-010 116-220 -0-110 -0.3% 118-010
Low 116-040 115-120 -0-240 -0.6% 115-220
Close 117-000 115-135 -1-185 -1.3% 117-000
Range 0-290 1-100 0-130 44.8% 2-110
ATR 0-194 0-218 0-023 12.0% 0-000
Volume 855,009 899,980 44,971 5.3% 1,962,047
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 119-245 118-290 116-046
R3 118-145 117-190 115-250
R2 117-045 117-045 115-212
R1 116-090 116-090 115-174 116-018
PP 115-265 115-265 115-265 115-229
S1 114-310 114-310 115-096 114-238
S2 114-165 114-165 115-058
S3 113-065 113-210 115-020
S4 111-285 112-110 114-224
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 123-300 122-260 118-092
R3 121-190 120-150 117-206
R2 119-080 119-080 117-138
R1 118-040 118-040 117-069 117-165
PP 116-290 116-290 116-290 116-192
S1 115-250 115-250 116-251 115-055
S2 114-180 114-180 116-182
S3 112-070 113-140 116-114
S4 109-280 111-030 115-228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-010 115-120 2-210 2.3% 0-298 0.8% 2% False True 572,405
10 119-140 115-120 4-020 3.5% 0-161 0.4% 1% False True 312,011
20 120-110 115-120 4-310 4.3% 0-096 0.3% 1% False True 159,013
40 122-070 115-120 6-270 5.9% 0-048 0.1% 1% False True 79,823
60 124-110 115-120 8-310 7.8% 0-032 0.1% 1% False True 53,216
80 124-110 115-120 8-310 7.8% 0-024 0.1% 1% False True 39,912
100 124-110 115-120 8-310 7.8% 0-019 0.1% 1% False True 31,930
120 125-240 115-120 10-120 9.0% 0-016 0.0% 0% False True 26,609
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-002
Widest range in 122 trading days
Fibonacci Retracements and Extensions
4.250 122-085
2.618 120-040
1.618 118-260
1.000 118-000
0.618 117-160
HIGH 116-220
0.618 116-060
0.500 116-010
0.382 115-280
LOW 115-120
0.618 114-180
1.000 114-020
1.618 113-080
2.618 111-300
4.250 109-255
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 116-010 116-065
PP 115-265 115-302
S1 115-200 115-218

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

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