CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 122-000 122-085 0-085 0.2% 122-070
High 122-230 123-035 0-125 0.3% 122-255
Low 122-000 122-080 0-080 0.2% 121-265
Close 122-105 123-035 0-250 0.6% 122-105
Range 0-230 0-275 0-045 19.6% 0-310
ATR 0-280 0-280 0-000 -0.1% 0-000
Volume 516,614 505,952 -10,662 -2.1% 2,159,503
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 125-128 125-037 123-186
R3 124-173 124-082 123-111
R2 123-218 123-218 123-085
R1 123-127 123-127 123-060 123-172
PP 122-263 122-263 122-263 122-286
S1 122-172 122-172 123-010 122-218
S2 121-308 121-308 122-305
S3 121-033 121-217 122-279
S4 120-078 120-262 122-204
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 125-072 124-238 122-276
R3 124-082 123-248 122-190
R2 123-092 123-092 122-162
R1 122-258 122-258 122-133 123-015
PP 122-102 122-102 122-102 122-140
S1 121-268 121-268 122-077 122-025
S2 121-112 121-112 122-048
S3 120-122 120-278 122-020
S4 119-132 119-288 121-254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-035 121-265 1-090 1.0% 0-179 0.5% 100% True False 533,091
10 124-090 121-265 2-145 2.0% 0-181 0.5% 52% False False 513,814
20 126-010 120-300 5-030 4.1% 0-264 0.7% 43% False False 601,615
40 126-010 119-190 6-140 5.2% 0-220 0.6% 55% False False 500,934
60 126-010 119-140 6-190 5.4% 0-147 0.4% 56% False False 335,072
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-244
2.618 125-115
1.618 124-160
1.000 123-310
0.618 123-205
HIGH 123-035
0.618 122-250
0.500 122-218
0.382 122-185
LOW 122-080
0.618 121-230
1.000 121-125
1.618 120-275
2.618 120-000
4.250 118-191
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 122-309 122-296
PP 122-263 122-237
S1 122-218 122-178

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

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