CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 121-155 120-310 -0-165 -0.4% 121-230
High 121-270 125-105 3-155 2.9% 122-120
Low 120-300 120-310 0-010 0.0% 120-240
Close 120-300 125-105 4-125 3.6% 121-315
Range 0-290 4-115 3-145 381.0% 1-200
ATR 0-299 1-058 0-079 26.4% 0-000
Volume 572,546 656,028 83,482 14.6% 2,941,303
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 136-305 135-160 127-232
R3 132-190 131-045 126-169
R2 128-075 128-075 126-041
R1 126-250 126-250 125-233 127-162
PP 123-280 123-280 123-280 124-076
S1 122-135 122-135 124-297 123-048
S2 119-165 119-165 124-169
S3 115-050 118-020 124-041
S4 110-255 113-225 122-298
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
5 125-105 120-300 4-125 3.5% 1-168 1.2% 100% True False 691,954
10 125-105 120-030 5-075 4.2% 1-034 0.9% 100% True False 702,050
20 125-105 119-190 5-235 4.6% 0-266 0.7% 100% True False 494,988
40 125-105 119-140 5-285 4.7% 0-134 0.3% 100% True False 249,961
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 0-064
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 143-274
2.618 136-237
1.618 132-122
1.000 129-220
0.618 128-007
HIGH 125-105
0.618 123-212
0.500 123-048
0.382 122-203
LOW 120-310
0.618 118-088
1.000 116-195
1.618 113-293
2.618 109-178
4.250 102-141
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 124-192 124-191
PP 123-280 123-277
S1 123-048 123-042

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

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