CBOT 10-Year T-Note Future December 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 115-270 114-200 -1-070 -1.1% 114-190
High 115-270 114-200 -1-070 -1.1% 115-270
Low 115-270 114-200 -1-070 -1.1% 114-180
Close 115-270 114-230 -1-040 -1.0% 115-270
Range
ATR 0-168 0-184 0-016 9.4% 0-000
Volume 1,585 674 -911 -57.5% 3,295
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 114-210 114-220 114-230
R3 114-210 114-220 114-230
R2 114-210 114-210 114-230
R1 114-220 114-220 114-230 114-215
PP 114-210 114-210 114-210 114-208
S1 114-220 114-220 114-230 114-215
S2 114-210 114-210 114-230
S3 114-210 114-220 114-230
S4 114-210 114-220 114-230
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 119-083 118-267 116-176
R3 117-313 117-177 116-063
R2 116-223 116-223 116-025
R1 116-087 116-087 115-308 116-155
PP 115-133 115-133 115-133 115-168
S1 114-317 114-317 115-232 115-065
S2 114-043 114-043 115-195
S3 112-273 113-227 115-157
S4 111-183 112-137 115-044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-270 114-180 1-090 1.1% 0-000 0.0% 12% False False 701
10 116-100 114-180 1-240 1.5% 0-000 0.0% 9% False False 786
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 114-200
2.618 114-200
1.618 114-200
1.000 114-200
0.618 114-200
HIGH 114-200
0.618 114-200
0.500 114-200
0.382 114-200
LOW 114-200
0.618 114-200
1.000 114-200
1.618 114-200
2.618 114-200
4.250 114-200
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 114-220 115-075
PP 114-210 115-020
S1 114-200 114-285

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

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