CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 114-055 114-210 0-155 0.4% 113-250
High 114-170 114-260 0-090 0.2% 114-170
Low 114-050 114-210 0-160 0.4% 112-290
Close 114-110 114-260 0-150 0.4% 114-110
Range 0-120 0-050 -0-070 -58.3% 1-200
ATR 0-244 0-237 -0-007 -2.7% 0-000
Volume 872,250 574,693 -297,557 -34.1% 3,989,511
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 115-073 115-057 114-288
R3 115-023 115-007 114-274
R2 114-293 114-293 114-269
R1 114-277 114-277 114-265 114-285
PP 114-243 114-243 114-243 114-248
S1 114-227 114-227 114-255 114-235
S2 114-193 114-193 114-251
S3 114-143 114-177 114-246
S4 114-093 114-127 114-232
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
5 114-260 112-290 1-290 1.7% 0-172 0.5% 100% True False 686,993
10 116-080 112-290 3-110 2.9% 0-202 0.5% 57% False False 799,470
20 119-140 112-290 6-170 5.7% 0-181 0.5% 29% False False 555,741
40 121-150 112-290 8-180 7.5% 0-098 0.3% 22% False False 279,690
60 123-190 112-290 10-220 9.3% 0-065 0.2% 18% False False 186,461
80 124-110 112-290 11-140 10.0% 0-049 0.1% 17% False False 139,846
100 124-110 112-290 11-140 10.0% 0-039 0.1% 17% False False 111,877
120 125-140 112-290 12-170 10.9% 0-033 0.1% 15% False False 93,231
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 115-152
2.618 115-071
1.618 115-021
1.000 114-310
0.618 114-291
HIGH 114-260
0.618 114-241
0.500 114-235
0.382 114-229
LOW 114-210
0.618 114-179
1.000 114-160
1.618 114-129
2.618 114-079
4.250 113-318
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 114-252 114-158
PP 114-243 114-057
S1 114-235 113-275

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

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