CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 121-230 121-155 -0-075 -0.2% 121-230
High 122-120 122-105 -0-015 0.0% 122-120
Low 121-190 121-055 -0-135 -0.3% 120-240
Close 121-265 121-315 0-050 0.1% 121-315
Range 0-250 1-050 0-120 48.0% 1-200
ATR 0-300 0-305 0-005 1.7% 0-000
Volume 755,301 777,363 22,062 2.9% 2,941,303
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 125-095 124-255 122-198
R3 124-045 123-205 122-097
R2 122-315 122-315 122-063
R1 122-155 122-155 122-029 122-235
PP 121-265 121-265 121-265 121-305
S1 121-105 121-105 121-281 121-185
S2 120-215 120-215 121-247
S3 119-165 120-055 121-213
S4 118-115 119-005 121-112
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 126-185 125-290 122-281
R3 124-305 124-090 122-138
R2 123-105 123-105 122-090
R1 122-210 122-210 122-043 122-318
PP 121-225 121-225 121-225 121-279
S1 121-010 121-010 121-267 121-118
S2 120-025 120-025 121-220
S3 118-145 119-130 121-172
S4 116-265 117-250 121-029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-120 120-240 1-200 1.3% 0-262 0.7% 76% False False 746,528
10 122-120 119-240 2-200 2.2% 0-238 0.6% 85% False False 691,041
20 122-180 119-190 2-310 2.4% 0-175 0.4% 81% False False 400,253
40 124-240 119-140 5-100 4.4% 0-088 0.2% 48% False False 201,800
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-056
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 127-078
2.618 125-114
1.618 124-064
1.000 123-155
0.618 123-014
HIGH 122-105
0.618 121-284
0.500 121-240
0.382 121-196
LOW 121-055
0.618 120-146
1.000 120-005
1.618 119-096
2.618 118-046
4.250 116-082
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 121-290 121-270
PP 121-265 121-225
S1 121-240 121-180

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

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