CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 116-280 116-210 -0-070 -0.2% 116-180
High 116-310 117-095 0-105 0.3% 117-010
Low 116-200 116-210 0-010 0.0% 115-235
Close 116-270 117-090 0-140 0.4% 116-270
Range 0-110 0-205 0-095 86.4% 1-095
ATR 0-223 0-222 -0-001 -0.6% 0-000
Volume 687,226 531,278 -155,948 -22.7% 2,747,883
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 119-000 118-250 117-203
R3 118-115 118-045 117-146
R2 117-230 117-230 117-128
R1 117-160 117-160 117-109 117-195
PP 117-025 117-025 117-025 117-042
S1 116-275 116-275 117-071 116-310
S2 116-140 116-140 117-052
S3 115-255 116-070 117-034
S4 115-050 115-185 116-297
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 120-137 119-298 117-178
R3 119-042 118-203 117-064
R2 117-267 117-267 117-026
R1 117-108 117-108 116-308 117-188
PP 116-172 116-172 116-172 116-211
S1 116-013 116-013 116-232 116-092
S2 115-077 115-077 116-194
S3 113-302 114-238 116-156
S4 112-207 113-143 116-042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-095 115-235 1-180 1.3% 0-190 0.5% 99% True False 664,284
10 117-095 114-175 2-240 2.3% 0-200 0.5% 99% True False 694,319
20 117-095 112-290 4-125 3.7% 0-198 0.5% 100% True False 699,208
40 120-110 112-290 7-140 6.3% 0-176 0.5% 59% False False 542,642
60 122-070 112-290 9-100 7.9% 0-117 0.3% 47% False False 362,280
80 124-110 112-290 11-140 9.8% 0-088 0.2% 38% False False 271,711
100 124-110 112-290 11-140 9.8% 0-070 0.2% 38% False False 217,369
120 124-110 112-290 11-140 9.8% 0-059 0.2% 38% False False 181,141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-006
2.618 118-312
1.618 118-107
1.000 117-300
0.618 117-222
HIGH 117-095
0.618 117-017
0.500 116-312
0.382 116-288
LOW 116-210
0.618 116-083
1.000 116-005
1.618 115-198
2.618 114-313
4.250 113-299
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 117-058 117-037
PP 117-025 116-303
S1 116-312 116-250

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

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