CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 118-085 118-025 -0-060 -0.2% 118-090
High 118-085 118-025 -0-060 -0.2% 118-310
Low 118-000 117-310 -0-010 0.0% 117-240
Close 118-005 117-310 -0-015 0.0% 118-040
Range 0-085 0-035 -0-050 -58.8% 1-070
ATR 0-169 0-159 -0-010 -5.7% 0-000
Volume 755,302 929,559 174,257 23.1% 3,922,808
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 118-107 118-083 118-009
R3 118-072 118-048 118-000
R2 118-037 118-037 117-316
R1 118-013 118-013 117-313 118-008
PP 118-002 118-002 118-002 117-319
S1 117-298 117-298 117-307 117-292
S2 117-287 117-287 117-304
S3 117-252 117-263 117-300
S4 117-217 117-228 117-291
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
5 118-250 117-290 0-280 0.7% 0-096 0.3% 7% False False 800,612
10 119-065 117-240 1-145 1.2% 0-122 0.3% 15% False False 781,816
20 119-235 117-210 2-025 1.8% 0-126 0.3% 15% False False 811,883
40 119-235 116-110 3-125 2.9% 0-141 0.4% 48% False False 753,666
60 119-235 113-080 6-155 5.5% 0-096 0.3% 73% False False 511,196
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118-174
2.618 118-117
1.618 118-082
1.000 118-060
0.618 118-047
HIGH 118-025
0.618 118-012
0.500 118-008
0.382 118-003
LOW 117-310
0.618 117-288
1.000 117-275
1.618 117-253
2.618 117-218
4.250 117-161
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 118-008 118-120
PP 118-002 118-077
S1 117-316 118-033

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

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