CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 115-225 117-000 1-095 1.1% 115-065
High 117-005 117-245 0-240 0.6% 117-245
Low 115-225 117-000 1-095 1.1% 115-005
Close 117-005 117-085 0-080 0.2% 117-085
Range 1-100 0-245 -0-175 -41.7% 2-240
ATR 0-274 0-272 -0-002 -0.7% 0-000
Volume 786,625 993,595 206,970 26.3% 3,927,917
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 119-205 119-070 117-220
R3 118-280 118-145 117-152
R2 118-035 118-035 117-130
R1 117-220 117-220 117-107 117-288
PP 117-110 117-110 117-110 117-144
S1 116-295 116-295 117-063 117-042
S2 116-185 116-185 117-040
S3 115-260 116-050 117-018
S4 115-015 115-125 116-270
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 124-298 123-272 118-249
R3 122-058 121-032 118-007
R2 119-138 119-138 117-246
R1 118-112 118-112 117-166 118-285
PP 116-218 116-218 116-218 116-305
S1 115-192 115-192 117-004 116-045
S2 113-298 113-298 116-244
S3 111-058 112-272 116-163
S4 108-138 110-032 115-241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-245 115-005 2-240 2.3% 0-289 0.8% 82% True False 785,583
10 117-245 114-250 2-315 2.5% 0-266 0.7% 83% True False 814,317
20 118-000 114-250 3-070 2.7% 0-247 0.7% 77% False False 773,454
40 118-280 113-230 5-050 4.4% 0-222 0.6% 69% False False 756,674
60 118-280 112-290 5-310 5.1% 0-222 0.6% 73% False False 723,301
80 120-230 112-290 7-260 6.7% 0-170 0.5% 56% False False 544,062
100 122-220 112-290 9-250 8.3% 0-136 0.4% 45% False False 435,250
120 124-110 112-290 11-140 9.8% 0-113 0.3% 38% False False 362,709
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 False
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-006
2.618 119-246
1.618 119-001
1.000 118-170
0.618 118-076
HIGH 117-245
0.618 117-151
0.500 117-122
0.382 117-094
LOW 117-000
0.618 116-169
1.000 116-075
1.618 115-244
2.618 114-319
4.250 113-239
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 117-122 116-312
PP 117-110 116-218
S1 117-098 116-125

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

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