CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 05-Feb-2009
Day Change Summary
Previous Current
04-Feb-2009 05-Feb-2009 Change Change % Previous Week
Open 120-020 120-100 0-080 0.2% 121-220
High 120-020 120-100 0-080 0.2% 122-240
Low 120-020 120-100 0-080 0.2% 120-230
Close 120-020 120-100 0-080 0.2% 120-230
Range
ATR 0-193 0-185 -0-008 -4.2% 0-000
Volume 5,182 7,395 2,213 42.7% 15,874
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 120-100 120-100 120-100
R3 120-100 120-100 120-100
R2 120-100 120-100 120-100
R1 120-100 120-100 120-100 120-100
PP 120-100 120-100 120-100 120-100
S1 120-100 120-100 120-100 120-100
S2 120-100 120-100 120-100
S3 120-100 120-100 120-100
S4 120-100 120-100 120-100
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 127-157 126-043 121-268
R3 125-147 124-033 121-089
R2 123-137 123-137 121-029
R1 122-023 122-023 120-290 121-235
PP 121-127 121-127 121-127 121-072
S1 120-013 120-013 120-170 119-225
S2 119-117 119-117 120-111
S3 117-107 118-003 120-051
S4 115-097 115-313 119-192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-240 120-020 1-220 1.4% 0-000 0.0% 15% False False 4,109
10 122-240 120-020 2-220 2.2% 0-000 0.0% 9% False False 3,594
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
4.250 120-100
2.618 120-100
1.618 120-100
1.000 120-100
0.618 120-100
HIGH 120-100
0.618 120-100
0.500 120-100
0.382 120-100
LOW 120-100
0.618 120-100
1.000 120-100
1.618 120-100
2.618 120-100
4.250 120-100
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 120-100 120-105
PP 120-100 120-103
S1 120-100 120-102

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

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