CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 119-160 119-265 0-105 0.3% 119-070
High 119-270 119-265 -0-005 0.0% 119-270
Low 119-160 119-155 -0-005 0.0% 119-070
Close 119-210 119-180 -0-030 -0.1% 119-180
Range 0-110 0-110 0-000 0.0% 0-200
ATR 0-154 0-150 -0-003 -2.0% 0-000
Volume 775,864 798,621 22,757 2.9% 3,828,050
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 120-210 120-145 119-240
R3 120-100 120-035 119-210
R2 119-310 119-310 119-200
R1 119-245 119-245 119-190 119-222
PP 119-200 119-200 119-200 119-189
S1 119-135 119-135 119-170 119-112
S2 119-090 119-090 119-160
S3 118-300 119-025 119-150
S4 118-190 118-235 119-120
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 121-133 121-037 119-290
R3 120-253 120-157 119-235
R2 120-053 120-053 119-217
R1 119-277 119-277 119-198 120-005
PP 119-173 119-173 119-173 119-198
S1 119-077 119-077 119-162 119-125
S2 118-293 118-293 119-143
S3 118-093 118-197 119-125
S4 117-213 117-317 119-070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-270 119-070 0-200 0.5% 0-111 0.3% 55% False False 765,610
10 119-270 118-030 1-240 1.5% 0-124 0.3% 84% False False 755,377
20 119-270 116-295 2-295 2.4% 0-128 0.3% 90% False False 847,917
40 119-270 116-295 2-295 2.4% 0-127 0.3% 90% False False 829,900
60 119-270 116-110 3-160 2.9% 0-136 0.4% 92% False False 785,083
80 119-270 113-080 6-190 5.5% 0-104 0.3% 96% False False 595,377
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Fibonacci Retracements and Extensions
4.250 121-092
2.618 120-233
1.618 120-123
1.000 120-055
0.618 120-013
HIGH 119-265
0.618 119-223
0.500 119-210
0.382 119-197
LOW 119-155
0.618 119-087
1.000 119-045
1.618 118-297
2.618 118-187
4.250 118-008
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 119-210 119-202
PP 119-200 119-195
S1 119-190 119-188

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

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