CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 122-240 121-280 -0-280 -0.7% 124-000
High 122-240 121-280 -0-280 -0.7% 124-000
Low 122-240 121-280 -0-280 -0.7% 121-230
Close 122-240 121-280 -0-280 -0.7% 121-230
Range
ATR
Volume 2,279 5,133 2,854 125.2% 6,421
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 121-280 121-280 121-280
R3 121-280 121-280 121-280
R2 121-280 121-280 121-280
R1 121-280 121-280 121-280 121-280
PP 121-280 121-280 121-280 121-280
S1 121-280 121-280 121-280 121-280
S2 121-280 121-280 121-280
S3 121-280 121-280 121-280
S4 121-280 121-280 121-280
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 129-103 127-257 122-312
R3 127-013 125-167 122-111
R2 124-243 124-243 122-044
R1 123-077 123-077 121-297 122-275
PP 122-153 122-153 122-153 122-092
S1 120-307 120-307 121-163 120-185
S2 120-063 120-063 121-096
S3 117-293 118-217 121-029
S4 115-203 116-127 120-148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-240 121-220 1-020 0.9% 0-000 0.0% 18% False False 2,858
10 124-240 121-220 3-020 2.5% 0-000 0.0% 6% False False 1,552
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 121-280
2.618 121-280
1.618 121-280
1.000 121-280
0.618 121-280
HIGH 121-280
0.618 121-280
0.500 121-280
0.382 121-280
LOW 121-280
0.618 121-280
1.000 121-280
1.618 121-280
2.618 121-280
4.250 121-280
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 121-280 122-070
PP 121-280 122-033
S1 121-280 121-317

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

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