CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 118-135 117-180 -0-275 -0.7% 121-225
High 118-180 118-000 -0-180 -0.5% 121-225
Low 117-125 117-030 -0-095 -0.3% 119-055
Close 117-165 117-165 0-000 0.0% 119-055
Range 1-055 0-290 -0-085 -22.7% 2-170
ATR 0-242 0-245 0-003 1.4% 0-000
Volume 990,408 1,502,078 511,670 51.7% 3,530,808
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 120-082 119-253 118-004
R3 119-112 118-283 117-245
R2 118-142 118-142 117-218
R1 117-313 117-313 117-192 117-242
PP 117-172 117-172 117-172 117-136
S1 117-023 117-023 117-138 116-272
S2 116-202 116-202 117-112
S3 115-232 116-053 117-085
S4 114-262 115-083 117-006
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
5 121-125 117-030 4-095 3.7% 0-309 0.8% 10% False True 992,576
10 121-310 117-030 4-280 4.1% 0-228 0.6% 9% False True 787,407
20 121-310 117-030 4-280 4.1% 0-195 0.5% 9% False True 687,631
40 124-090 117-030 7-060 6.1% 0-191 0.5% 6% False True 616,473
60 126-010 117-030 8-300 7.6% 0-221 0.6% 5% False True 637,421
80 126-010 117-030 8-300 7.6% 0-186 0.5% 5% False True 506,823
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 0-038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-272
2.618 120-119
1.618 119-149
1.000 118-290
0.618 118-179
HIGH 118-000
0.618 117-209
0.500 117-175
0.382 117-141
LOW 117-030
0.618 116-171
1.000 116-060
1.618 115-201
2.618 114-231
4.250 113-078
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 117-175 118-105
PP 117-172 118-018
S1 117-168 117-252

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.