CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 122-070 122-090 0-020 0.1% 124-000
High 122-120 122-115 -0-005 0.0% 124-090
Low 121-265 122-030 0-085 0.2% 121-310
Close 121-270 122-060 0-110 0.3% 121-310
Range 0-175 0-085 -0-090 -51.4% 2-100
ATR 0-299 0-290 -0-010 -3.2% 0-000
Volume 753,270 474,417 -278,853 -37.0% 2,472,693
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 123-003 122-277 122-107
R3 122-238 122-192 122-083
R2 122-153 122-153 122-076
R1 122-107 122-107 122-068 122-088
PP 122-068 122-068 122-068 122-059
S1 122-022 122-022 122-052 122-002
S2 121-303 121-303 122-044
S3 121-218 121-257 122-037
S4 121-133 121-172 122-013
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% 0-186 0.5% 15% False False 551,320
10 124-090 121-265 2-145 2.0% 0-188 0.5% 15% False False 580,767
20 126-010 120-240 5-090 4.3% 0-271 0.7% 27% False False 635,278
40 126-010 119-140 6-190 5.4% 0-204 0.5% 42% False False 465,421
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-156
2.618 123-018
1.618 122-253
1.000 122-200
0.618 122-168
HIGH 122-115
0.618 122-083
0.500 122-072
0.382 122-062
LOW 122-030
0.618 121-297
1.000 121-265
1.618 121-212
2.618 121-127
4.250 120-309
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 122-072 122-160
PP 122-068 122-127
S1 122-064 122-093

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

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