CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 09-Apr-2009
Day Change Summary
Previous Current
08-Apr-2009 09-Apr-2009 Change Change % Previous Week
Open 122-135 122-000 -0-135 -0.3% 124-000
High 122-255 122-230 -0-025 -0.1% 124-090
Low 122-125 122-000 -0-125 -0.3% 121-310
Close 122-240 122-105 -0-135 -0.3% 121-310
Range 0-130 0-230 0-100 76.9% 2-100
ATR 0-283 0-280 -0-003 -1.1% 0-000
Volume 415,202 516,614 101,412 24.4% 2,472,693
Daily Pivots for day following 09-Apr-2009
Classic Woodie Camarilla DeMark
R4 124-162 124-043 122-232
R3 123-252 123-133 122-168
R2 123-022 123-022 122-147
R1 122-223 122-223 122-126 122-282
PP 122-112 122-112 122-112 122-141
S1 121-313 121-313 122-084 122-052
S2 121-202 121-202 122-063
S3 120-292 121-083 122-042
S4 120-062 120-173 121-298
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
5 123-055 121-265 1-110 1.1% 0-201 0.5% 37% False False 553,063
10 124-090 121-265 2-145 2.0% 0-174 0.4% 20% False False 529,968
20 126-010 120-300 5-030 4.2% 0-269 0.7% 27% False False 615,185
40 126-010 119-190 6-140 5.3% 0-213 0.5% 42% False False 488,457
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-248
2.618 124-192
1.618 123-282
1.000 123-140
0.618 123-052
HIGH 122-230
0.618 122-142
0.500 122-115
0.382 122-088
LOW 122-000
0.618 121-178
1.000 121-090
1.618 120-268
2.618 120-038
4.250 118-302
Fisher Pivots for day following 09-Apr-2009
Pivot 1 day 3 day
R1 122-115 122-128
PP 122-112 122-120
S1 122-108 122-112

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

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