CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 120-310 121-095 0-105 0.3% 120-220
High 121-130 121-280 0-150 0.4% 121-110
Low 120-295 121-095 0-120 0.3% 119-275
Close 121-095 121-235 0-140 0.4% 120-115
Range 0-155 0-185 0-030 19.4% 1-155
ATR 0-229 0-226 -0-003 -1.4% 0-000
Volume 515,537 574,302 58,765 11.4% 2,697,710
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 123-118 123-042 122-017
R3 122-253 122-177 121-286
R2 122-068 122-068 121-269
R1 121-312 121-312 121-252 122-030
PP 121-203 121-203 121-203 121-222
S1 121-127 121-127 121-218 121-165
S2 121-018 121-018 121-201
S3 120-153 120-262 121-184
S4 119-288 120-077 121-133
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 124-312 124-048 121-056
R3 123-157 122-213 120-246
R2 122-002 122-002 120-202
R1 121-058 121-058 120-159 120-272
PP 120-167 120-167 120-167 120-114
S1 119-223 119-223 120-071 119-118
S2 119-012 119-012 120-028
S3 117-177 118-068 119-304
S4 116-022 116-233 119-174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-280 119-275 2-005 1.7% 0-180 0.5% 93% True False 648,002
10 121-280 119-275 2-005 1.7% 0-162 0.4% 93% True False 587,856
20 123-190 119-275 3-235 3.1% 0-174 0.4% 50% False False 588,759
40 126-010 119-275 6-055 5.1% 0-216 0.6% 30% False False 583,793
60 126-010 119-190 6-140 5.3% 0-209 0.5% 33% False False 543,337
80 126-010 119-140 6-190 5.4% 0-157 0.4% 35% False False 408,680
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-106
2.618 123-124
1.618 122-259
1.000 122-145
0.618 122-074
HIGH 121-280
0.618 121-209
0.500 121-188
0.382 121-166
LOW 121-095
0.618 120-301
1.000 120-230
1.618 120-116
2.618 119-251
4.250 118-269
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 121-219 121-199
PP 121-203 121-163
S1 121-188 121-128

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

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