CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 120-310 125-085 4-095 3.6% 121-230
High 125-105 126-010 0-225 0.6% 122-120
Low 120-310 124-170 3-180 2.9% 120-240
Close 125-105 124-170 -0-255 -0.6% 121-315
Range 4-115 1-160 -2-275 -65.6% 1-200
ATR 1-058 1-065 0-007 1.9% 0-000
Volume 656,028 1,030,466 374,438 57.1% 2,941,303
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 129-170 128-170 125-114
R3 128-010 127-010 124-302
R2 126-170 126-170 124-258
R1 125-170 125-170 124-214 125-090
PP 125-010 125-010 125-010 124-290
S1 124-010 124-010 124-126 123-250
S2 123-170 123-170 124-082
S3 122-010 122-170 124-038
S4 120-170 121-010 123-226
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
5 126-010 120-300 5-030 4.1% 1-214 1.3% 71% True False 746,987
10 126-010 120-240 5-090 4.2% 1-066 1.0% 72% True False 738,504
20 126-010 119-190 6-140 5.2% 0-280 0.7% 77% True False 545,445
40 126-010 119-140 6-190 5.3% 0-146 0.4% 77% True False 275,715
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 0-080
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-130
2.618 129-307
1.618 128-147
1.000 127-170
0.618 126-307
HIGH 126-010
0.618 125-147
0.500 125-090
0.382 125-033
LOW 124-170
0.618 123-193
1.000 123-010
1.618 122-033
2.618 120-193
4.250 118-050
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 125-090 124-058
PP 125-010 123-267
S1 124-250 123-155

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

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