CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 123-200 123-120 -0-080 -0.2% 122-070
High 123-255 123-190 -0-065 -0.2% 122-255
Low 123-120 123-060 -0-060 -0.2% 121-265
Close 123-255 123-070 -0-185 -0.5% 122-105
Range 0-135 0-130 -0-005 -3.7% 0-310
ATR 0-261 0-257 -0-005 -1.8% 0-000
Volume 481,761 523,504 41,743 8.7% 2,159,503
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 124-177 124-093 123-142
R3 124-047 123-283 123-106
R2 123-237 123-237 123-094
R1 123-153 123-153 123-082 123-130
PP 123-107 123-107 123-107 123-095
S1 123-023 123-023 123-058 123-000
S2 122-297 122-297 123-046
S3 122-167 122-213 123-034
S4 122-037 122-083 122-318
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% 68% False False 472,275
10 123-270 121-265 2-005 1.6% 0-190 0.5% 69% False False 509,594
20 126-010 121-265 4-065 3.4% 0-194 0.5% 33% False False 572,200
40 126-010 119-190 6-140 5.2% 0-230 0.6% 56% False False 533,594
60 126-010 119-140 6-190 5.4% 0-154 0.4% 57% False False 357,374
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-102
2.618 124-210
1.618 124-080
1.000 124-000
0.618 123-270
HIGH 123-190
0.618 123-140
0.500 123-125
0.382 123-110
LOW 123-060
0.618 122-300
1.000 122-250
1.618 122-170
2.618 122-040
4.250 121-148
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 123-125 123-142
PP 123-107 123-118
S1 123-088 123-094

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

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