CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 123-030 123-200 0-170 0.4% 122-070
High 123-190 123-255 0-065 0.2% 122-255
Low 123-030 123-120 0-090 0.2% 121-265
Close 123-190 123-255 0-065 0.2% 122-105
Range 0-160 0-135 -0-025 -15.6% 0-310
ATR 0-271 0-261 -0-010 -3.6% 0-000
Volume 333,548 481,761 148,213 44.4% 2,159,503
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 124-295 124-250 124-009
R3 124-160 124-115 123-292
R2 124-025 124-025 123-280
R1 123-300 123-300 123-267 124-002
PP 123-210 123-210 123-210 123-221
S1 123-165 123-165 123-243 123-188
S2 123-075 123-075 123-230
S3 122-260 123-030 123-218
S4 122-125 122-215 123-181
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
5 123-255 122-000 1-255 1.5% 0-186 0.5% 100% True False 450,615
10 124-090 121-265 2-145 2.0% 0-186 0.5% 80% False False 500,967
20 126-010 120-310 5-020 4.1% 0-258 0.7% 56% False False 578,826
40 126-010 119-190 6-140 5.2% 0-227 0.6% 65% False False 520,625
60 126-010 119-140 6-190 5.3% 0-152 0.4% 66% False False 348,654
Crabel Price Patterns
NR True
NR4 True
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 0-037
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-189
2.618 124-288
1.618 124-153
1.000 124-070
0.618 124-018
HIGH 123-255
0.618 123-203
0.500 123-188
0.382 123-172
LOW 123-120
0.618 123-037
1.000 122-305
1.618 122-222
2.618 122-087
4.250 121-186
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 123-232 123-172
PP 123-210 123-090
S1 123-188 123-008

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

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