CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 120-220 121-000 0-100 0.3% 122-010
High 120-290 121-005 0-035 0.1% 122-100
Low 120-220 120-240 0-020 0.1% 120-015
Close 120-290 120-305 0-015 0.0% 120-240
Range 0-070 0-085 0-015 21.4% 2-085
ATR 0-229 0-219 -0-010 -4.5% 0-000
Volume 382,000 371,714 -10,286 -2.7% 3,193,360
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 121-225 121-190 121-032
R3 121-140 121-105 121-008
R2 121-055 121-055 121-001
R1 121-020 121-020 120-313 120-315
PP 120-290 120-290 120-290 120-278
S1 120-255 120-255 120-297 120-230
S2 120-205 120-205 120-289
S3 120-120 120-170 120-282
S4 120-035 120-085 120-258
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 127-267 126-178 121-319
R3 125-182 124-093 121-119
R2 123-097 123-097 121-053
R1 122-008 122-008 120-306 121-170
PP 121-012 121-012 121-012 120-252
S1 119-243 119-243 120-174 119-085
S2 118-247 118-247 120-107
S3 116-162 117-158 120-041
S4 114-077 115-073 119-161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-240 120-015 1-225 1.4% 0-150 0.4% 53% False False 570,448
10 122-170 120-015 2-155 2.1% 0-154 0.4% 36% False False 594,858
20 123-255 120-015 3-240 3.1% 0-170 0.4% 24% False False 539,491
40 126-010 120-015 5-315 4.9% 0-225 0.6% 15% False False 596,281
60 126-010 119-140 6-190 5.5% 0-191 0.5% 23% False False 482,350
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-046
2.618 121-228
1.618 121-143
1.000 121-090
0.618 121-058
HIGH 121-005
0.618 120-293
0.500 120-282
0.382 120-272
LOW 120-240
0.618 120-187
1.000 120-155
1.618 120-102
2.618 120-017
4.250 119-199
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 120-298 120-260
PP 120-290 120-215
S1 120-282 120-170

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

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