CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 121-115 121-155 0-040 0.1% 121-230
High 121-225 121-270 0-045 0.1% 122-120
Low 121-090 120-300 -0-110 -0.3% 120-240
Close 121-170 120-300 -0-190 -0.5% 121-315
Range 0-135 0-290 0-155 114.8% 1-200
ATR 0-300 0-299 -0-001 -0.2% 0-000
Volume 698,533 572,546 -125,987 -18.0% 2,941,303
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 123-307 123-113 121-140
R3 123-017 122-143 121-060
R2 122-047 122-047 121-033
R1 121-173 121-173 121-007 121-125
PP 121-077 121-077 121-077 121-052
S1 120-203 120-203 120-273 120-155
S2 120-107 120-107 120-247
S3 119-137 119-233 120-220
S4 118-167 118-263 120-140
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% 0-240 0.6% 12% False False 676,423
10 122-120 120-030 2-090 1.9% 0-233 0.6% 37% False False 701,952
20 122-180 119-190 2-310 2.5% 0-196 0.5% 45% False False 462,425
40 124-090 119-140 4-270 4.0% 0-099 0.3% 31% False False 233,568
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-070
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-222
2.618 124-069
1.618 123-099
1.000 122-240
0.618 122-129
HIGH 121-270
0.618 121-159
0.500 121-125
0.382 121-091
LOW 120-300
0.618 120-121
1.000 120-010
1.618 119-151
2.618 118-181
4.250 117-028
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 121-125 121-202
PP 121-077 121-128
S1 121-028 121-054

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

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