CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 124-200 124-195 -0-005 0.0% 121-115
High 124-290 124-195 -0-095 -0.2% 126-010
Low 124-150 124-090 -0-060 -0.2% 120-300
Close 124-185 124-090 -0-095 -0.2% 124-185
Range 0-140 0-105 -0-035 -25.0% 5-030
ATR 1-048 1-029 -0-019 -5.1% 0-000
Volume 891,011 520,145 -370,866 -41.6% 3,848,584
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 125-120 125-050 124-148
R3 125-015 124-265 124-119
R2 124-230 124-230 124-109
R1 124-160 124-160 124-100 124-142
PP 124-125 124-125 124-125 124-116
S1 124-055 124-055 124-080 124-038
S2 124-020 124-020 124-071
S3 123-235 123-270 124-061
S4 123-130 123-165 124-032
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 139-042 136-303 127-122
R3 134-012 131-273 125-313
R2 128-302 128-302 125-164
R1 126-243 126-243 125-014 127-272
PP 123-272 123-272 123-272 124-126
S1 121-213 121-213 124-036 122-242
S2 118-242 118-242 123-206
S3 113-212 116-183 123-057
S4 108-182 111-153 121-248
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% 1-162 1.2% 66% False False 734,039
10 126-010 120-240 5-090 4.2% 1-038 0.9% 67% False False 731,003
20 126-010 119-190 6-140 5.2% 0-290 0.7% 73% False False 610,756
40 126-010 119-140 6-190 5.3% 0-152 0.4% 73% False False 310,893
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-068
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 126-001
2.618 125-150
1.618 125-045
1.000 124-300
0.618 124-260
HIGH 124-195
0.618 124-155
0.500 124-142
0.382 124-130
LOW 124-090
0.618 124-025
1.000 123-305
1.618 123-240
2.618 123-135
4.250 122-284
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 124-142 125-050
PP 124-125 124-277
S1 124-108 124-183

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

View Archives - Comment on this page... - Back to Index of Symbols