CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 119-070 119-160 0-090 0.2% 117-310
High 119-235 119-200 -0-035 -0.1% 119-165
Low 119-070 119-050 -0-020 -0.1% 117-270
Close 119-230 119-050 -0-180 -0.5% 119-070
Range 0-165 0-150 -0-015 -9.1% 1-215
ATR 0-159 0-161 0-001 0.9% 0-000
Volume 761,970 807,060 45,090 5.9% 4,085,312
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 120-230 120-130 119-132
R3 120-080 119-300 119-091
R2 119-250 119-250 119-078
R1 119-150 119-150 119-064 119-125
PP 119-100 119-100 119-100 119-088
S1 119-000 119-000 119-036 118-295
S2 118-270 118-270 119-022
S3 118-120 118-170 119-009
S4 117-290 118-020 118-288
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
5 119-235 118-310 0-245 0.6% 0-114 0.3% 24% False False 928,322
10 119-235 117-210 2-025 1.7% 0-130 0.3% 72% False False 841,951
20 119-235 116-215 3-020 2.6% 0-148 0.4% 81% False False 807,255
40 119-235 115-190 4-045 3.5% 0-114 0.3% 86% False False 570,934
60 119-235 113-080 6-155 5.4% 0-076 0.2% 91% False False 380,981
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 False
Stretch 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-198
2.618 120-273
1.618 120-123
1.000 120-030
0.618 119-293
HIGH 119-200
0.618 119-143
0.500 119-125
0.382 119-107
LOW 119-050
0.618 118-277
1.000 118-220
1.618 118-127
2.618 117-297
4.250 117-052
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 119-125 119-112
PP 119-100 119-092
S1 119-075 119-071

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

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