CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 118-180 119-160 0-300 0.8% 117-310
High 119-110 119-165 0-055 0.1% 119-165
Low 118-180 119-070 0-210 0.6% 117-270
Close 119-085 119-070 -0-015 0.0% 119-070
Range 0-250 0-095 -0-155 -62.0% 1-215
ATR 0-173 0-168 -0-006 -3.2% 0-000
Volume 939,176 1,156,105 216,929 23.1% 4,085,312
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 120-067 120-003 119-122
R3 119-292 119-228 119-096
R2 119-197 119-197 119-087
R1 119-133 119-133 119-079 119-118
PP 119-102 119-102 119-102 119-094
S1 119-038 119-038 119-061 119-022
S2 119-007 119-007 119-053
S3 118-232 118-263 119-044
S4 118-137 118-168 119-018
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 123-280 123-070 120-044
R3 122-065 121-175 119-217
R2 120-170 120-170 119-168
R1 119-280 119-280 119-119 120-065
PP 118-275 118-275 118-275 119-008
S1 118-065 118-065 119-021 118-170
S2 117-060 117-060 118-292
S3 115-165 116-170 118-243
S4 113-270 114-275 118-096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-165 117-270 1-215 1.4% 0-135 0.4% 82% True False 817,062
10 119-165 116-215 2-270 2.4% 0-154 0.4% 90% True False 777,492
20 119-165 116-200 2-285 2.4% 0-159 0.4% 90% True False 764,632
40 119-165 113-080 6-085 5.3% 0-102 0.3% 95% True False 484,067
60 119-165 113-080 6-085 5.3% 0-068 0.2% 95% True False 322,968
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 True
Stretch 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-249
2.618 120-094
1.618 119-319
1.000 119-260
0.618 119-224
HIGH 119-165
0.618 119-129
0.500 119-118
0.382 119-106
LOW 119-070
0.618 119-011
1.000 118-295
1.618 118-236
2.618 118-141
4.250 117-306
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 119-118 119-029
PP 119-102 118-308
S1 119-086 118-268

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

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