CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 123-160 123-030 -0-130 -0.3% 121-115
High 123-195 123-245 0-050 0.1% 126-010
Low 122-300 122-285 -0-015 0.0% 120-300
Close 123-055 123-210 0-155 0.4% 124-185
Range 0-215 0-280 0-065 30.2% 5-030
ATR 1-026 1-021 -0-005 -1.4% 0-000
Volume 717,232 722,581 5,349 0.7% 3,848,584
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 126-020 125-235 124-044
R3 125-060 124-275 123-287
R2 124-100 124-100 123-261
R1 123-315 123-315 123-236 124-048
PP 123-140 123-140 123-140 123-166
S1 123-035 123-035 123-184 123-088
S2 122-180 122-180 123-159
S3 121-220 122-075 123-133
S4 120-260 121-115 123-056
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
5 124-290 122-285 2-005 1.6% 0-192 0.5% 38% False True 653,820
10 126-010 120-300 5-030 4.1% 1-043 0.9% 53% False False 700,403
20 126-010 119-190 6-140 5.2% 0-291 0.7% 63% False False 678,555
40 126-010 119-140 6-190 5.3% 0-170 0.4% 64% False False 357,207
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-070
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 127-155
2.618 126-018
1.618 125-058
1.000 124-205
0.618 124-098
HIGH 123-245
0.618 123-138
0.500 123-105
0.382 123-072
LOW 122-285
0.618 122-112
1.000 122-005
1.618 121-152
2.618 120-192
4.250 119-055
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 123-175 123-198
PP 123-140 123-185
S1 123-105 123-172

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

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