CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 121-035 119-170 -1-185 -1.3% 121-225
High 121-125 119-200 -1-245 -1.5% 121-225
Low 119-295 119-055 -0-240 -0.6% 119-055
Close 119-295 119-055 -0-240 -0.6% 119-055
Range 1-150 0-145 -1-005 -69.1% 2-170
ATR 0-223 0-224 0-001 0.5% 0-000
Volume 716,545 1,080,205 363,660 50.8% 3,530,808
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 120-218 120-122 119-135
R3 120-073 119-297 119-095
R2 119-248 119-248 119-082
R1 119-152 119-152 119-068 119-128
PP 119-103 119-103 119-103 119-091
S1 119-007 119-007 119-042 118-302
S2 118-278 118-278 119-028
S3 118-133 118-182 119-015
S4 117-308 118-037 118-295
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 127-195 125-295 120-180
R3 125-025 123-125 119-278
R2 122-175 122-175 119-204
R1 120-275 120-275 119-129 120-140
PP 120-005 120-005 120-005 119-258
S1 118-105 118-105 118-301 117-290
S2 117-155 117-155 118-226
S3 114-305 115-255 118-152
S4 112-135 113-085 117-250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-225 119-055 2-170 2.1% 0-212 0.6% 0% False True 706,161
10 121-310 119-055 2-255 2.3% 0-178 0.5% 0% False True 647,679
20 122-100 119-055 3-045 2.6% 0-178 0.5% 0% False True 618,393
40 124-090 119-055 5-035 4.3% 0-179 0.5% 0% False True 577,601
60 126-010 119-055 6-275 5.8% 0-216 0.6% 0% False True 611,252
80 126-010 119-055 6-275 5.8% 0-174 0.5% 0% False True 467,404
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-176
2.618 120-260
1.618 120-115
1.000 120-025
0.618 119-290
HIGH 119-200
0.618 119-145
0.500 119-128
0.382 119-110
LOW 119-055
0.618 118-285
1.000 118-230
1.618 118-140
2.618 117-315
4.250 117-079
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 119-128 120-090
PP 119-103 119-292
S1 119-079 119-173

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

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