CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 12-Feb-2009
Day Change Summary
Previous Current
11-Feb-2009 12-Feb-2009 Change Change % Previous Week
Open 121-210 122-050 0-160 0.4% 121-240
High 121-230 122-050 0-140 0.4% 121-240
Low 121-210 122-050 0-160 0.4% 119-230
Close 121-220 122-050 0-150 0.4% 119-230
Range 0-020 0-000 -0-020 -100.0% 2-010
ATR 0-204 0-200 -0-004 -1.9% 0-000
Volume 6,860 18,457 11,597 169.1% 26,711
Daily Pivots for day following 12-Feb-2009
Classic Woodie Camarilla DeMark
R4 122-050 122-050 122-050
R3 122-050 122-050 122-050
R2 122-050 122-050 122-050
R1 122-050 122-050 122-050 122-050
PP 122-050 122-050 122-050 122-050
S1 122-050 122-050 122-050 122-050
S2 122-050 122-050 122-050
S3 122-050 122-050 122-050
S4 122-050 122-050 122-050
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 126-157 125-043 120-268
R3 124-147 123-033 120-089
R2 122-137 122-137 120-029
R1 121-023 121-023 119-290 120-235
PP 120-127 120-127 120-127 120-072
S1 119-013 119-013 119-170 118-225
S2 118-117 118-117 119-111
S3 116-107 117-003 119-051
S4 114-097 114-313 118-192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-050 119-140 2-230 2.2% 0-004 0.0% 100% True False 8,891
10 122-050 119-140 2-230 2.2% 0-002 0.0% 100% True False 6,500
20 124-240 119-140 5-100 4.3% 0-001 0.0% 51% False False 4,260
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-050
2.618 122-050
1.618 122-050
1.000 122-050
0.618 122-050
HIGH 122-050
0.618 122-050
0.500 122-050
0.382 122-050
LOW 122-050
0.618 122-050
1.000 122-050
1.618 122-050
2.618 122-050
4.250 122-050
Fisher Pivots for day following 12-Feb-2009
Pivot 1 day 3 day
R1 122-050 121-308
PP 122-050 121-247
S1 122-050 121-185

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

View Archives - Comment on this page... - Back to Index of Symbols