CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 114-010 114-310 0-300 0.8% 114-210
High 114-160 115-060 0-220 0.6% 115-240
Low 113-230 114-310 1-080 1.1% 113-230
Close 114-120 115-045 0-245 0.7% 114-120
Range 0-250 0-070 -0-180 -72.0% 2-010
ATR 0-252 0-252 0-001 0.2% 0-000
Volume 922,654 612,918 -309,736 -33.6% 3,567,789
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 115-242 115-213 115-084
R3 115-172 115-143 115-064
R2 115-102 115-102 115-058
R1 115-073 115-073 115-051 115-088
PP 115-032 115-032 115-032 115-039
S1 115-003 115-003 115-039 115-018
S2 114-282 114-282 115-032
S3 114-212 114-253 115-026
S4 114-142 114-183 115-006
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 120-227 119-183 115-158
R3 118-217 117-173 114-299
R2 116-207 116-207 114-239
R1 115-163 115-163 114-180 115-020
PP 114-197 114-197 114-197 114-125
S1 113-153 113-153 114-060 113-010
S2 112-187 112-187 114-001
S3 110-177 111-143 113-261
S4 108-167 109-133 113-082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-240 113-230 2-010 1.8% 0-223 0.6% 70% False False 721,202
10 115-240 112-290 2-270 2.5% 0-198 0.5% 79% False False 704,098
20 118-010 112-290 5-040 4.5% 0-231 0.6% 44% False False 723,137
40 120-230 112-290 7-260 6.8% 0-126 0.3% 29% False False 369,839
60 122-220 112-290 9-250 8.5% 0-084 0.2% 23% False False 246,561
80 124-110 112-290 11-140 9.9% 0-063 0.2% 20% False False 184,921
100 124-110 112-290 11-140 9.9% 0-050 0.1% 20% False False 147,937
120 124-290 112-290 12-000 10.4% 0-042 0.1% 19% False False 123,281
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 116-038
2.618 115-243
1.618 115-173
1.000 115-130
0.618 115-103
HIGH 115-060
0.618 115-033
0.500 115-025
0.382 115-017
LOW 114-310
0.618 114-267
1.000 114-240
1.618 114-197
2.618 114-127
4.250 114-012
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 115-038 114-292
PP 115-032 114-218
S1 115-025 114-145

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

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