CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 118-015 117-305 -0-030 -0.1% 118-090
High 118-060 118-095 0-035 0.1% 118-310
Low 117-290 117-300 0-010 0.0% 117-240
Close 118-040 118-075 0-035 0.1% 118-040
Range 0-090 0-115 0-025 27.8% 1-070
ATR 0-169 0-165 -0-004 -2.3% 0-000
Volume 1,019,743 712,649 -307,094 -30.1% 3,922,808
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 119-075 119-030 118-138
R3 118-280 118-235 118-107
R2 118-165 118-165 118-096
R1 118-120 118-120 118-086 118-142
PP 118-050 118-050 118-050 118-061
S1 118-005 118-005 118-064 118-028
S2 117-255 117-255 118-054
S3 117-140 117-210 118-043
S4 117-025 117-095 118-012
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 121-300 121-080 118-254
R3 120-230 120-010 118-147
R2 119-160 119-160 118-112
R1 118-260 118-260 118-076 118-175
PP 118-090 118-090 118-090 118-048
S1 117-190 117-190 118-004 117-105
S2 117-020 117-020 117-288
S3 115-270 116-120 117-253
S4 114-200 115-050 117-146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-310 117-240 1-070 1.0% 0-088 0.2% 40% False False 714,386
10 119-235 117-240 1-315 1.7% 0-132 0.3% 24% False False 777,337
20 119-235 116-215 3-020 2.6% 0-140 0.4% 51% False False 807,736
40 119-235 116-030 3-205 3.1% 0-134 0.4% 59% False False 707,548
60 119-235 113-080 6-155 5.5% 0-092 0.2% 77% False False 473,372
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-264
2.618 119-076
1.618 118-281
1.000 118-210
0.618 118-166
HIGH 118-095
0.618 118-051
0.500 118-038
0.382 118-024
LOW 117-300
0.618 117-229
1.000 117-185
1.618 117-114
2.618 116-319
4.250 116-131
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 118-062 118-052
PP 118-050 118-030
S1 118-038 118-008

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

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