CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 118-145 117-240 -0-225 -0.6% 119-130
High 118-190 117-250 -0-260 -0.7% 119-235
Low 118-050 117-240 -0-130 -0.3% 118-040
Close 118-050 117-245 -0-125 -0.3% 118-090
Range 0-140 0-010 -0-130 -92.9% 1-195
ATR 0-175 0-172 -0-003 -1.8% 0-000
Volume 698,467 1,002,530 304,063 43.5% 4,397,543
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 117-275 117-270 117-250
R3 117-265 117-260 117-248
R2 117-255 117-255 117-247
R1 117-250 117-250 117-246 117-252
PP 117-245 117-245 117-245 117-246
S1 117-240 117-240 117-244 117-242
S2 117-235 117-235 117-243
S3 117-225 117-230 117-242
S4 117-215 117-220 117-240
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 123-173 122-167 119-053
R3 121-298 120-292 118-232
R2 120-103 120-103 118-184
R1 119-097 119-097 118-137 119-002
PP 118-228 118-228 118-228 118-181
S1 117-222 117-222 118-043 117-128
S2 117-033 117-033 117-316
S3 115-158 116-027 117-268
S4 113-283 114-152 117-127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-065 117-240 1-145 1.2% 0-148 0.4% 1% False True 763,019
10 119-235 117-240 1-315 1.7% 0-131 0.3% 1% False True 845,671
20 119-235 116-215 3-020 2.6% 0-146 0.4% 36% False False 795,469
40 119-235 115-220 4-015 3.4% 0-129 0.3% 51% False False 665,720
60 119-235 113-080 6-155 5.5% 0-088 0.2% 70% False False 444,505
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 117-292
2.618 117-276
1.618 117-266
1.000 117-260
0.618 117-256
HIGH 117-250
0.618 117-246
0.500 117-245
0.382 117-244
LOW 117-240
0.618 117-234
1.000 117-230
1.618 117-224
2.618 117-214
4.250 117-198
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 117-245 118-115
PP 117-245 118-052
S1 117-245 117-308

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.