CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 121-210 121-225 0-015 0.0% 122-235
High 122-025 121-280 -0-065 -0.2% 123-135
Low 121-200 121-175 -0-025 -0.1% 121-175
Close 122-025 121-175 -0-170 -0.4% 121-175
Range 0-145 0-105 -0-040 -27.6% 1-280
ATR 0-253 0-247 -0-006 -2.3% 0-000
Volume 640,309 671,530 31,221 4.9% 3,086,832
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 122-205 122-135 121-233
R3 122-100 122-030 121-204
R2 121-315 121-315 121-194
R1 121-245 121-245 121-185 121-228
PP 121-210 121-210 121-210 121-201
S1 121-140 121-140 121-165 121-122
S2 121-105 121-105 121-156
S3 121-000 121-035 121-146
S4 120-215 120-250 121-117
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 127-255 126-175 122-185
R3 125-295 124-215 122-020
R2 124-015 124-015 121-285
R1 122-255 122-255 121-230 122-155
PP 122-055 122-055 122-055 122-005
S1 120-295 120-295 121-120 120-195
S2 120-095 120-095 121-065
S3 118-135 119-015 121-010
S4 116-175 117-055 120-165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-135 121-175 1-280 1.5% 0-186 0.5% 0% False True 617,366
10 123-255 121-175 2-080 1.9% 0-186 0.5% 0% False True 543,651
20 124-090 121-175 2-235 2.2% 0-180 0.5% 0% False True 536,809
40 126-010 119-190 6-140 5.3% 0-235 0.6% 30% False False 607,682
60 126-010 119-140 6-190 5.4% 0-173 0.4% 32% False False 417,075
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-028
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 123-086
2.618 122-235
1.618 122-130
1.000 122-065
0.618 122-025
HIGH 121-280
0.618 121-240
0.500 121-228
0.382 121-215
LOW 121-175
0.618 121-110
1.000 121-070
1.618 121-005
2.618 120-220
4.250 120-049
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 121-228 122-012
PP 121-210 121-280
S1 121-192 121-228

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

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