CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 122-240 122-070 -0-170 -0.4% 124-000
High 123-055 122-120 -0-255 -0.6% 124-090
Low 121-310 121-265 -0-045 -0.1% 121-310
Close 121-310 121-270 -0-040 -0.1% 121-310
Range 1-065 0-175 -0-210 -54.5% 2-100
ATR 0-309 0-299 -0-010 -3.1% 0-000
Volume 605,812 753,270 147,458 24.3% 2,472,693
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 123-210 123-095 122-046
R3 123-035 122-240 121-318
R2 122-180 122-180 121-302
R1 122-065 122-065 121-286 122-035
PP 122-005 122-005 122-005 121-310
S1 121-210 121-210 121-254 121-180
S2 121-150 121-150 121-238
S3 120-295 121-035 121-222
S4 120-120 120-180 121-174
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 129-217 128-043 123-077
R3 127-117 125-263 122-194
R2 125-017 125-017 122-126
R1 123-163 123-163 122-058 123-040
PP 122-237 122-237 122-237 122-175
S1 121-063 121-063 121-242 120-260
S2 120-137 120-137 121-174
S3 118-037 118-283 121-106
S4 115-257 116-183 120-223
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-090 121-265 2-145 2.0% 0-181 0.5% 1% False True 558,506
10 124-090 121-265 2-145 2.0% 0-202 0.5% 1% False True 575,139
20 126-010 120-240 5-090 4.3% 0-280 0.7% 21% False False 653,071
40 126-010 119-140 6-190 5.4% 0-202 0.5% 36% False False 453,779
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 0-054
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-224
2.618 123-258
1.618 123-083
1.000 122-295
0.618 122-228
HIGH 122-120
0.618 122-053
0.500 122-032
0.382 122-012
LOW 121-265
0.618 121-157
1.000 121-090
1.618 120-302
2.618 120-127
4.250 119-161
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 122-032 122-268
PP 122-005 122-162
S1 121-298 122-056

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

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