CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 121-155 121-115 -0-040 -0.1% 121-230
High 122-105 121-225 -0-200 -0.5% 122-120
Low 121-055 121-090 0-035 0.1% 120-240
Close 121-315 121-170 -0-145 -0.4% 121-315
Range 1-050 0-135 -0-235 -63.5% 1-200
ATR 0-305 0-300 -0-006 -1.9% 0-000
Volume 777,363 698,533 -78,830 -10.1% 2,941,303
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 122-247 122-183 121-244
R3 122-112 122-048 121-207
R2 121-297 121-297 121-195
R1 121-233 121-233 121-182 121-265
PP 121-162 121-162 121-162 121-178
S1 121-098 121-098 121-158 121-130
S2 121-027 121-027 121-145
S3 120-212 120-283 121-133
S4 120-077 120-148 121-096
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% 0-234 0.6% 48% False False 727,967
10 122-120 120-030 2-090 1.9% 0-221 0.6% 63% False False 705,692
20 122-180 119-190 2-310 2.4% 0-182 0.5% 65% False False 434,257
40 124-240 119-140 5-100 4.4% 0-092 0.2% 39% False False 219,258
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-058
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 123-159
2.618 122-258
1.618 122-123
1.000 122-040
0.618 121-308
HIGH 121-225
0.618 121-173
0.500 121-158
0.382 121-142
LOW 121-090
0.618 121-007
1.000 120-275
1.618 120-192
2.618 120-057
4.250 119-156
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 121-166 121-248
PP 121-162 121-222
S1 121-158 121-196

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

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