CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 118-305 119-020 0-035 0.1% 116-300
High 119-125 119-030 -0-095 -0.2% 120-095
Low 118-305 119-020 0-035 0.1% 116-300
Close 119-125 119-030 -0-095 -0.2% 118-010
Range 0-140 0-010 -0-130 -92.9% 3-115
ATR 0-255 0-244 -0-011 -4.2% 0-000
Volume 120,793 60,784 -60,009 -49.7% 4,948,923
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-057 119-053 119-036
R3 119-047 119-043 119-033
R2 119-037 119-037 119-032
R1 119-033 119-033 119-031 119-035
PP 119-027 119-027 119-027 119-028
S1 119-023 119-023 119-029 119-025
S2 119-017 119-017 119-028
S3 119-007 119-013 119-027
S4 118-317 119-003 119-024
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 128-160 126-200 119-281
R3 125-045 123-085 118-306
R2 121-250 121-250 118-207
R1 119-290 119-290 118-109 120-270
PP 118-135 118-135 118-135 118-285
S1 116-175 116-175 117-231 117-155
S2 115-020 115-020 117-133
S3 111-225 113-060 117-034
S4 108-110 109-265 116-059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-095 117-155 2-260 2.4% 0-262 0.7% 57% False False 497,273
10 120-095 116-300 3-115 2.8% 0-228 0.6% 64% False False 677,290
20 120-095 114-250 5-165 4.6% 0-228 0.6% 78% False False 719,564
40 120-095 114-250 5-165 4.6% 0-221 0.6% 78% False False 745,273
60 120-095 112-290 7-125 6.2% 0-218 0.6% 84% False False 737,501
80 120-110 112-290 7-140 6.2% 0-205 0.5% 83% False False 664,454
100 122-070 112-290 9-100 7.8% 0-164 0.4% 66% False False 531,989
120 124-110 112-290 11-140 9.6% 0-137 0.4% 54% False False 443,324
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 119-072
2.618 119-056
1.618 119-046
1.000 119-040
0.618 119-036
HIGH 119-030
0.618 119-026
0.500 119-025
0.382 119-024
LOW 119-020
0.618 119-014
1.000 119-010
1.618 119-004
2.618 118-314
4.250 118-298
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 119-028 119-009
PP 119-027 118-308
S1 119-025 118-288

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

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