CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 122-010 122-055 0-045 0.1% 122-235
High 122-100 122-055 -0-045 -0.1% 123-135
Low 121-240 121-215 -0-025 -0.1% 121-175
Close 122-095 121-215 -0-200 -0.5% 121-175
Range 0-180 0-160 -0-020 -11.1% 1-280
ATR 0-247 0-244 -0-003 -1.4% 0-000
Volume 485,529 609,303 123,774 25.5% 3,086,832
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 123-108 123-002 121-303
R3 122-268 122-162 121-259
R2 122-108 122-108 121-244
R1 122-002 122-002 121-230 121-295
PP 121-268 121-268 121-268 121-255
S1 121-162 121-162 121-200 121-135
S2 121-108 121-108 121-186
S3 120-268 121-002 121-171
S4 120-108 120-162 121-127
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
5 122-170 121-175 0-315 0.8% 0-158 0.4% 13% False False 619,267
10 123-255 121-175 2-080 1.8% 0-176 0.5% 6% False False 569,184
20 124-090 121-175 2-235 2.2% 0-177 0.5% 5% False False 536,505
40 126-010 120-030 5-300 4.9% 0-232 0.6% 27% False False 610,402
60 126-010 119-140 6-190 5.4% 0-179 0.5% 34% False False 435,155
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-095
2.618 123-154
1.618 122-314
1.000 122-215
0.618 122-154
HIGH 122-055
0.618 121-314
0.500 121-295
0.382 121-276
LOW 121-215
0.618 121-116
1.000 121-055
1.618 120-276
2.618 120-116
4.250 119-175
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 121-295 121-298
PP 121-268 121-270
S1 121-242 121-242

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

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