CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 114-140 115-000 0-180 0.5% 113-250
High 115-055 115-240 0-185 0.5% 114-170
Low 114-140 114-315 0-175 0.5% 112-290
Close 115-025 115-110 0-085 0.2% 114-110
Range 0-235 0-245 0-010 4.3% 1-200
ATR 0-237 0-237 0-001 0.3% 0-000
Volume 517,590 708,024 190,434 36.8% 3,989,511
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 117-210 117-085 115-245
R3 116-285 116-160 115-177
R2 116-040 116-040 115-155
R1 115-235 115-235 115-132 115-298
PP 115-115 115-115 115-115 115-146
S1 114-310 114-310 115-088 115-052
S2 114-190 114-190 115-065
S3 113-265 114-065 115-043
S4 113-020 113-140 114-295
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
5 115-240 112-290 2-270 2.5% 0-218 0.6% 86% True False 692,873
10 115-305 112-290 3-015 2.6% 0-220 0.6% 80% False False 740,358
20 119-140 112-290 6-170 5.7% 0-205 0.6% 37% False False 616,037
40 120-230 112-290 7-260 6.8% 0-110 0.3% 31% False False 310,330
60 122-280 112-290 9-310 8.6% 0-073 0.2% 24% False False 206,887
80 124-110 112-290 11-140 9.9% 0-055 0.1% 21% False False 155,166
100 124-110 112-290 11-140 9.9% 0-044 0.1% 21% False False 124,133
120 125-140 112-290 12-170 10.9% 0-037 0.1% 19% False False 103,444
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-001
2.618 117-241
1.618 116-316
1.000 116-165
0.618 116-071
HIGH 115-240
0.618 115-146
0.500 115-118
0.382 115-089
LOW 114-315
0.618 114-164
1.000 114-070
1.618 113-239
2.618 112-314
4.250 111-234
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 115-118 115-083
PP 115-115 115-057
S1 115-112 115-030

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

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