CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 123-250 124-000 0-070 0.2% 124-195
High 123-280 124-050 0-090 0.2% 124-195
Low 123-070 123-185 0-115 0.3% 122-285
Close 123-105 123-245 0-140 0.4% 123-105
Range 0-210 0-185 -0-025 -11.9% 1-230
ATR 1-012 1-007 -0-005 -1.4% 0-000
Volume 667,485 433,433 -234,052 -35.1% 3,045,574
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 125-182 125-078 124-027
R3 124-317 124-213 123-296
R2 124-132 124-132 123-279
R1 124-028 124-028 123-262 123-308
PP 123-267 123-267 123-267 123-246
S1 123-163 123-163 123-228 123-122
S2 123-082 123-082 123-211
S3 122-217 122-298 123-194
S4 122-032 122-113 123-143
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 128-245 127-245 124-088
R3 127-015 126-015 123-256
R2 125-105 125-105 123-206
R1 124-105 124-105 123-155 123-310
PP 123-195 123-195 123-195 123-138
S1 122-195 122-195 123-055 122-080
S2 121-285 121-285 123-004
S3 120-055 120-285 122-274
S4 118-145 119-055 122-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-060 122-285 1-095 1.0% 0-222 0.6% 67% False False 591,772
10 126-010 120-300 5-030 4.1% 1-032 0.9% 56% False False 662,905
20 126-010 120-030 5-300 4.8% 0-286 0.7% 62% False False 684,299
40 126-010 119-140 6-190 5.3% 0-180 0.5% 66% False False 384,480
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-066
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-196
2.618 125-214
1.618 125-029
1.000 124-235
0.618 124-164
HIGH 124-050
0.618 123-299
0.500 123-278
0.382 123-256
LOW 123-185
0.618 123-071
1.000 123-000
1.618 122-206
2.618 122-021
4.250 121-039
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 123-278 123-219
PP 123-267 123-193
S1 123-256 123-168

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

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