CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 119-265 119-100 -0-165 -0.4% 119-070
High 119-265 119-205 -0-060 -0.2% 119-270
Low 119-155 119-055 -0-100 -0.3% 119-070
Close 119-180 119-200 0-020 0.1% 119-180
Range 0-110 0-150 0-040 36.4% 0-200
ATR 0-150 0-150 0-000 0.0% 0-000
Volume 798,621 812,742 14,121 1.8% 3,828,050
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 120-283 120-232 119-282
R3 120-133 120-082 119-241
R2 119-303 119-303 119-228
R1 119-252 119-252 119-214 119-278
PP 119-153 119-153 119-153 119-166
S1 119-102 119-102 119-186 119-128
S2 119-003 119-003 119-172
S3 118-173 118-272 119-159
S4 118-023 118-122 119-118
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
5 119-270 119-055 0-215 0.6% 0-111 0.3% 67% False True 802,172
10 119-270 118-110 1-160 1.3% 0-122 0.3% 85% False False 760,431
20 119-270 116-295 2-295 2.4% 0-131 0.3% 93% False False 846,172
40 119-270 116-295 2-295 2.4% 0-127 0.3% 93% False False 829,001
60 119-270 116-120 3-150 2.9% 0-137 0.4% 94% False False 791,749
80 119-270 113-080 6-190 5.5% 0-106 0.3% 97% False False 605,529
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-202
2.618 120-278
1.618 120-128
1.000 120-035
0.618 119-298
HIGH 119-205
0.618 119-148
0.500 119-130
0.382 119-112
LOW 119-055
0.618 118-282
1.000 118-225
1.618 118-132
2.618 117-302
4.250 117-058
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 119-177 119-188
PP 119-153 119-175
S1 119-130 119-162

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

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