CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 12-Jun-2009

Day Change Summary
	Previous	Current
	11-Jun-2009	12-Jun-2009	Change	Change %	Previous Week
Open	112-290	114-055	1-085	1.1%	113-250
High	114-090	114-170	0-080	0.2%	114-170
Low	112-290	114-050	1-080	1.1%	112-290
Close	114-010	114-110	0-100	0.3%	114-110
Range	1-120	0-120	-1-000	-72.7%	1-200
ATR	0-250	0-244	-0-006	-2.6%	0-000
Volume	791,808	872,250	80,442	10.2%	3,989,511

Daily Pivots for day following 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	115-150	115-090	114-176
R3	115-030	114-290	114-143
R2	114-230	114-230	114-132
R1	114-170	114-170	114-121	114-200
PP	114-110	114-110	114-110	114-125
S1	114-050	114-050	114-099	114-080
S2	113-310	113-310	114-088
S3	113-190	113-250	114-077
S4	113-070	113-130	114-044

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-257	118-063	115-076
R3	117-057	116-183	114-253
R2	115-177	115-177	114-205
R1	114-303	114-303	114-158	115-080
PP	113-297	113-297	113-297	114-025
S1	113-103	113-103	114-062	113-200
S2	112-097	112-097	114-015
S3	110-217	111-223	113-287
S4	109-017	110-023	113-144

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-170	112-290	1-200	1.4%	0-196	0.5%	88%	True	False	797,902
10	116-220	112-290	3-250	3.3%	0-238	0.7%	38%	False	False	831,999
20	119-310	112-290	7-020	6.2%	0-179	0.5%	20%	False	False	527,633
40	121-150	112-290	8-180	7.5%	0-097	0.3%	17%	False	False	265,323
60	123-190	112-290	10-220	9.3%	0-065	0.2%	13%	False	False	176,882
80	124-110	112-290	11-140	10.0%	0-048	0.1%	13%	False	False	132,662
100	124-110	112-290	11-140	10.0%	0-039	0.1%	13%	False	False	106,130
120	125-140	112-290	12-170	11.0%	0-032	0.1%	11%	False	False	88,442

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	0-016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-040
2.618	115-164
1.618	115-044
1.000	114-290
0.618	114-244
HIGH	114-170
0.618	114-124
0.500	114-110
0.382	114-096
LOW	114-050
0.618	113-296
1.000	113-250
1.618	113-176
2.618	113-056
4.250	112-180

Fisher Pivots for day following 12-Jun-2009
Pivot	1 day	3 day
R1	114-110	114-043
PP	114-110	113-297
S1	114-110	113-230

Download as Excel Spreadsheet

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

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