CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 119-160 119-130 -0-030 -0.1% 117-310
High 119-165 119-150 -0-015 0.0% 119-165
Low 119-070 119-050 -0-020 -0.1% 117-270
Close 119-070 119-060 -0-010 0.0% 119-070
Range 0-095 0-100 0-005 5.3% 1-215
ATR 0-168 0-163 -0-005 -2.9% 0-000
Volume 1,156,105 1,259,625 103,520 9.0% 4,085,312
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 120-067 120-003 119-115
R3 119-287 119-223 119-088
R2 119-187 119-187 119-078
R1 119-123 119-123 119-069 119-105
PP 119-087 119-087 119-087 119-078
S1 119-023 119-023 119-051 119-005
S2 118-307 118-307 119-042
S3 118-207 118-243 119-032
S4 118-107 118-143 119-005
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% 0-136 0.4% 80% False False 919,103
10 119-165 116-215 2-270 2.4% 0-148 0.4% 88% False False 838,134
20 119-165 116-200 2-285 2.4% 0-154 0.4% 89% False False 798,162
40 119-165 114-040 5-125 4.5% 0-104 0.3% 94% False False 515,447
60 119-165 113-080 6-085 5.3% 0-070 0.2% 95% False False 343,961
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-255
2.618 120-092
1.618 119-312
1.000 119-250
0.618 119-212
HIGH 119-150
0.618 119-112
0.500 119-100
0.382 119-088
LOW 119-050
0.618 118-308
1.000 118-270
1.618 118-208
2.618 118-108
4.250 117-265
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 119-100 119-044
PP 119-087 119-028
S1 119-073 119-012

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

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