CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 119-130 119-010 -0-120 -0.3% 117-310
High 119-150 119-050 -0-100 -0.3% 119-165
Low 119-050 118-310 -0-060 -0.2% 117-270
Close 119-060 119-040 -0-020 -0.1% 119-070
Range 0-100 0-060 -0-040 -40.0% 1-215
ATR 0-163 0-156 -0-007 -4.1% 0-000
Volume 1,259,625 656,854 -602,771 -47.9% 4,085,312
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 119-207 119-183 119-073
R3 119-147 119-123 119-056
R2 119-087 119-087 119-051
R1 119-063 119-063 119-046 119-075
PP 119-027 119-027 119-027 119-032
S1 119-003 119-003 119-034 119-015
S2 118-287 118-287 119-029
S3 118-227 118-263 119-024
S4 118-167 118-203 119-007
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
5 119-165 118-050 1-115 1.1% 0-119 0.3% 71% False False 957,092
10 119-165 116-230 2-255 2.3% 0-139 0.4% 86% False False 837,174
20 119-165 116-200 2-285 2.4% 0-150 0.4% 86% False False 794,931
40 119-165 114-200 4-285 4.1% 0-106 0.3% 92% False False 531,821
60 119-165 113-080 6-085 5.3% 0-071 0.2% 94% False False 354,909
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 119-305
2.618 119-207
1.618 119-147
1.000 119-110
0.618 119-087
HIGH 119-050
0.618 119-027
0.500 119-020
0.382 119-013
LOW 118-310
0.618 118-273
1.000 118-250
1.618 118-213
2.618 118-153
4.250 118-055
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 119-033 119-078
PP 119-027 119-065
S1 119-020 119-052

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

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