CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 116-075 116-210 0-135 0.4% 115-220
High 117-090 116-210 -0-200 -0.5% 117-090
Low 116-075 115-285 -0-110 -0.3% 115-220
Close 117-090 116-060 -1-030 -0.9% 117-090
Range 1-015 0-245 -0-090 -26.9% 1-190
ATR 0-244 0-258 0-014 5.9% 0-000
Volume 771,377 842,917 71,540 9.3% 3,378,549
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 118-173 118-042 116-195
R3 117-248 117-117 116-127
R2 117-003 117-003 116-105
R1 116-192 116-192 116-082 116-135
PP 116-078 116-078 116-078 116-050
S1 115-267 115-267 116-038 115-210
S2 115-153 115-153 116-015
S3 114-228 115-022 115-313
S4 113-303 114-097 115-245
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 121-170 121-000 118-050
R3 119-300 119-130 117-230
R2 118-110 118-110 117-184
R1 117-260 117-260 117-137 118-025
PP 116-240 116-240 116-240 116-282
S1 116-070 116-070 117-043 116-155
S2 115-050 115-050 116-316
S3 113-180 114-200 116-270
S4 111-310 113-010 116-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-090 115-270 1-140 1.2% 0-206 0.6% 24% False False 735,294
10 118-000 115-220 2-100 2.0% 0-222 0.6% 22% False False 745,352
20 118-280 115-220 3-060 2.7% 0-218 0.6% 16% False False 750,962
40 118-280 112-290 5-310 5.1% 0-207 0.6% 55% False False 740,034
60 120-110 112-290 7-140 6.4% 0-186 0.5% 44% False False 603,259
80 122-070 112-290 9-100 8.0% 0-140 0.4% 35% False False 452,809
100 124-110 112-290 11-140 9.8% 0-112 0.3% 29% False False 362,248
120 124-110 112-290 11-140 9.8% 0-093 0.3% 29% False False 301,874
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-291
2.618 118-211
1.618 117-286
1.000 117-135
0.618 117-041
HIGH 116-210
0.618 116-116
0.500 116-088
0.382 116-059
LOW 115-285
0.618 115-134
1.000 115-040
1.618 114-209
2.618 113-284
4.250 112-204
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 116-088 116-180
PP 116-078 116-140
S1 116-069 116-100

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

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