CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 118-235 118-280 0-045 0.1% 118-110
High 119-000 119-005 0-005 0.0% 119-005
Low 118-110 118-260 0-150 0.4% 118-110
Close 118-295 118-305 0-010 0.0% 118-305
Range 0-210 0-065 -0-145 -69.0% 0-215
ATR 0-163 0-156 -0-007 -4.3% 0-000
Volume 237,899 969,804 731,905 307.7% 2,963,519
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 119-172 119-143 119-021
R3 119-107 119-078 119-003
R2 119-042 119-042 118-317
R1 119-013 119-013 118-311 119-028
PP 118-297 118-297 118-297 118-304
S1 118-268 118-268 118-299 118-282
S2 118-232 118-232 118-293
S3 118-167 118-203 118-287
S4 118-102 118-138 118-269
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 120-252 120-173 119-103
R3 120-037 119-278 119-044
R2 119-142 119-142 119-024
R1 119-063 119-063 119-005 119-102
PP 118-247 118-247 118-247 118-266
S1 118-168 118-168 118-285 118-208
S2 118-032 118-032 118-266
S3 117-137 117-273 118-246
S4 116-242 117-058 118-187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-005 118-030 0-295 0.8% 0-138 0.4% 93% True False 745,145
10 119-005 117-220 1-105 1.1% 0-127 0.3% 95% True False 852,346
20 119-005 116-295 2-030 1.8% 0-124 0.3% 97% True False 856,668
40 119-235 116-215 3-020 2.6% 0-135 0.4% 74% False False 826,068
60 119-235 115-220 4-015 3.4% 0-127 0.3% 81% False False 729,369
80 119-235 113-080 6-155 5.5% 0-097 0.3% 88% False False 547,546
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 119-281
2.618 119-175
1.618 119-110
1.000 119-070
0.618 119-045
HIGH 119-005
0.618 118-300
0.500 118-292
0.382 118-285
LOW 118-260
0.618 118-220
1.000 118-195
1.618 118-155
2.618 118-090
4.250 117-304
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 118-301 118-276
PP 118-297 118-247
S1 118-292 118-218

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

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