CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 116-220 117-235 1-015 0.9% 118-245
High 118-000 117-235 -0-085 -0.2% 118-270
Low 116-165 117-075 0-230 0.6% 116-115
Close 117-250 117-075 -0-175 -0.5% 116-125
Range 1-155 0-160 -0-315 -66.3% 2-155
ATR 0-265 0-258 -0-006 -2.4% 0-000
Volume 591,013 968,888 377,875 63.9% 3,865,203
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 118-288 118-182 117-163
R3 118-128 118-022 117-119
R2 117-288 117-288 117-104
R1 117-182 117-182 117-090 117-155
PP 117-128 117-128 117-128 117-115
S1 117-022 117-022 117-060 116-315
S2 116-288 116-288 117-046
S3 116-128 116-182 117-031
S4 115-288 116-022 116-307
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 124-208 123-002 117-242
R3 122-053 120-167 117-024
R2 119-218 119-218 116-271
R1 118-012 118-012 116-198 117-198
PP 117-063 117-063 117-063 116-316
S1 115-177 115-177 116-052 115-042
S2 114-228 114-228 115-299
S3 112-073 113-022 115-226
S4 109-238 110-187 115-008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-000 116-030 1-290 1.6% 0-273 0.7% 60% False False 818,429
10 118-280 116-030 2-250 2.4% 0-217 0.6% 41% False False 790,328
20 118-280 115-025 3-255 3.2% 0-212 0.6% 57% False False 749,941
40 118-280 112-290 5-310 5.1% 0-223 0.6% 73% False False 747,786
60 120-110 112-290 7-140 6.3% 0-160 0.4% 58% False False 505,497
80 122-220 112-290 9-250 8.3% 0-120 0.3% 44% False False 379,139
100 124-110 112-290 11-140 9.8% 0-096 0.3% 38% False False 303,312
120 124-110 112-290 11-140 9.8% 0-080 0.2% 38% False False 252,760
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119-275
2.618 119-014
1.618 118-174
1.000 118-075
0.618 118-014
HIGH 117-235
0.618 117-174
0.500 117-155
0.382 117-136
LOW 117-075
0.618 116-296
1.000 116-235
1.618 116-136
2.618 115-296
4.250 115-035
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 117-155 117-055
PP 117-128 117-035
S1 117-102 117-015

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

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