CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 124-195 123-305 -0-210 -0.5% 121-115
High 124-195 124-060 -0-135 -0.3% 126-010
Low 124-090 123-160 -0-250 -0.6% 120-300
Close 124-090 124-060 -0-030 -0.1% 124-185
Range 0-105 0-220 0-115 109.5% 5-030
ATR 1-029 1-022 -0-007 -2.0% 0-000
Volume 520,145 418,131 -102,014 -19.6% 3,848,584
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 126-007 125-253 124-181
R3 125-107 125-033 124-120
R2 124-207 124-207 124-100
R1 124-133 124-133 124-080 124-170
PP 123-307 123-307 123-307 124-005
S1 123-233 123-233 124-040 123-270
S2 123-087 123-087 124-020
S3 122-187 123-013 124-000
S4 121-287 122-113 123-259
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
5 126-010 120-310 5-020 4.1% 1-148 1.2% 64% False False 703,156
10 126-010 120-240 5-090 4.3% 1-034 0.9% 65% False False 689,790
20 126-010 119-190 6-140 5.2% 0-294 0.7% 71% False False 627,230
40 126-010 119-140 6-190 5.3% 0-157 0.4% 72% False False 321,294
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-070
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-035
2.618 125-316
1.618 125-096
1.000 124-280
0.618 124-196
HIGH 124-060
0.618 123-296
0.500 123-270
0.382 123-244
LOW 123-160
0.618 123-024
1.000 122-260
1.618 122-124
2.618 121-224
4.250 120-185
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 124-023 124-065
PP 123-307 124-063
S1 123-270 124-062

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

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