CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 121-000 120-220 -0-100 -0.3% 122-010
High 121-005 121-110 0-105 0.3% 122-100
Low 120-240 120-220 -0-020 -0.1% 120-015
Close 120-305 121-035 0-050 0.1% 120-240
Range 0-085 0-210 0-125 147.1% 2-085
ATR 0-219 0-218 -0-001 -0.3% 0-000
Volume 371,714 472,845 101,131 27.2% 3,193,360
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 123-005 122-230 121-150
R3 122-115 122-020 121-093
R2 121-225 121-225 121-074
R1 121-130 121-130 121-054 121-178
PP 121-015 121-015 121-015 121-039
S1 120-240 120-240 121-016 120-288
S2 120-125 120-125 120-316
S3 119-235 120-030 120-297
S4 119-025 119-140 120-240
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
5 121-110 120-015 1-095 1.1% 0-145 0.4% 82% True False 527,711
10 122-100 120-015 2-085 1.9% 0-155 0.4% 47% False False 573,175
20 123-255 120-015 3-240 3.1% 0-176 0.5% 28% False False 539,412
40 126-010 120-015 5-315 4.9% 0-223 0.6% 18% False False 587,345
60 126-010 119-140 6-190 5.4% 0-195 0.5% 25% False False 490,085
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-042
2.618 123-020
1.618 122-130
1.000 122-000
0.618 121-240
HIGH 121-110
0.618 121-030
0.500 121-005
0.382 120-300
LOW 120-220
0.618 120-090
1.000 120-010
1.618 119-200
2.618 118-310
4.250 117-288
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 121-025 121-025
PP 121-015 121-015
S1 121-005 121-005

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

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