CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 121-230 121-225 -0-005 0.0% 120-315
High 121-230 121-225 -0-005 0.0% 121-310
Low 121-080 120-265 -0-135 -0.3% 120-295
Close 121-165 120-265 -0-220 -0.6% 121-165
Range 0-150 0-280 0-130 86.7% 1-015
ATR 0-215 0-220 0-005 2.2% 0-000
Volume 528,079 531,520 3,441 0.7% 2,945,989
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 123-238 123-052 121-099
R3 122-278 122-092 121-022
R2 121-318 121-318 120-316
R1 121-132 121-132 120-291 121-085
PP 121-038 121-038 121-038 121-015
S1 120-172 120-172 120-239 120-125
S2 120-078 120-078 120-214
S3 119-118 119-212 120-188
S4 118-158 118-252 120-111
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 124-195 124-035 122-029
R3 123-180 123-020 121-257
R2 122-165 122-165 121-226
R1 122-005 122-005 121-196 122-085
PP 121-150 121-150 121-150 121-190
S1 120-310 120-310 121-134 121-070
S2 120-135 120-135 121-104
S3 119-120 119-295 121-073
S4 118-105 118-280 120-301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-310 120-265 1-045 0.9% 0-182 0.5% 0% False True 559,697
10 121-310 119-275 2-035 1.7% 0-176 0.5% 46% False False 579,321
20 123-135 119-275 3-180 2.9% 0-178 0.5% 27% False False 593,562
40 124-195 119-275 4-240 3.9% 0-180 0.5% 20% False False 562,071
60 126-010 119-190 6-140 5.3% 0-215 0.6% 19% False False 570,221
80 126-010 119-140 6-190 5.5% 0-164 0.4% 21% False False 430,028
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 125-135
2.618 123-318
1.618 123-038
1.000 122-185
0.618 122-078
HIGH 121-225
0.618 121-118
0.500 121-085
0.382 121-052
LOW 120-265
0.618 120-092
1.000 119-305
1.618 119-132
2.618 118-172
4.250 117-035
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 121-085 121-128
PP 121-038 121-067
S1 120-312 121-006

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

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