CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 117-310 117-295 -0-015 0.0% 117-165
High 118-030 118-045 0-015 0.0% 118-195
Low 117-220 117-295 0-075 0.2% 116-295
Close 117-265 118-025 0-080 0.2% 118-195
Range 0-130 0-070 -0-060 -46.2% 1-220
ATR 0-170 0-165 -0-005 -2.9% 0-000
Volume 930,628 958,980 28,352 3.0% 4,855,675
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 118-225 118-195 118-064
R3 118-155 118-125 118-044
R2 118-085 118-085 118-038
R1 118-055 118-055 118-031 118-070
PP 118-015 118-015 118-015 118-022
S1 117-305 117-305 118-019 118-000
S2 117-265 117-265 118-012
S3 117-195 117-235 118-006
S4 117-125 117-165 117-306
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 123-035 122-175 119-172
R3 121-135 120-275 119-024
R2 119-235 119-235 118-294
R1 119-055 119-055 118-244 119-145
PP 118-015 118-015 118-015 118-060
S1 117-155 117-155 118-146 117-245
S2 116-115 116-115 118-096
S3 114-215 115-255 118-046
S4 112-315 114-035 117-218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-230 117-220 1-010 0.9% 0-116 0.3% 38% False False 959,547
10 118-230 116-295 1-255 1.5% 0-130 0.3% 64% False False 940,457
20 119-065 116-295 2-090 1.9% 0-126 0.3% 51% False False 861,136
40 119-235 116-215 3-020 2.6% 0-137 0.4% 46% False False 834,195
60 119-235 115-190 4-045 3.5% 0-118 0.3% 60% False False 667,668
80 119-235 113-080 6-155 5.5% 0-088 0.2% 74% False False 501,020
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 0-007
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 119-022
2.618 118-228
1.618 118-158
1.000 118-115
0.618 118-088
HIGH 118-045
0.618 118-018
0.500 118-010
0.382 118-002
LOW 117-295
0.618 117-252
1.000 117-225
1.618 117-182
2.618 117-112
4.250 116-318
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 118-020 118-045
PP 118-015 118-038
S1 118-010 118-032

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

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