CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 122-085 123-030 0-265 0.7% 122-070
High 123-035 123-190 0-155 0.4% 122-255
Low 122-080 123-030 0-270 0.7% 121-265
Close 123-035 123-190 0-155 0.4% 122-105
Range 0-275 0-160 -0-115 -41.8% 0-310
ATR 0-280 0-271 -0-009 -3.1% 0-000
Volume 505,952 333,548 -172,404 -34.1% 2,159,503
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 124-297 124-243 123-278
R3 124-137 124-083 123-234
R2 123-297 123-297 123-219
R1 123-243 123-243 123-205 123-270
PP 123-137 123-137 123-137 123-150
S1 123-083 123-083 123-175 123-110
S2 122-297 122-297 123-161
S3 122-137 122-243 123-146
S4 121-297 122-083 123-102
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
5 123-190 122-000 1-190 1.3% 0-176 0.4% 100% True False 449,146
10 124-090 121-265 2-145 2.0% 0-178 0.5% 72% False False 503,826
20 126-010 120-300 5-030 4.1% 0-265 0.7% 52% False False 583,366
40 126-010 119-190 6-140 5.2% 0-224 0.6% 62% False False 508,811
60 126-010 119-140 6-190 5.3% 0-149 0.4% 63% False False 340,627
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 0-032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-230
2.618 124-289
1.618 124-129
1.000 124-030
0.618 123-289
HIGH 123-190
0.618 123-129
0.500 123-110
0.382 123-091
LOW 123-030
0.618 122-251
1.000 122-190
1.618 122-091
2.618 121-251
4.250 120-310
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 123-163 123-105
PP 123-137 123-020
S1 123-110 122-255

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

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