CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 119-230 120-240 1-010 0.9% 120-220
High 119-230 120-240 1-010 0.9% 121-240
Low 119-230 120-240 1-010 0.9% 119-230
Close 119-230 120-240 1-010 0.9% 119-230
Range
ATR 0-190 0-200 0-010 5.3% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 120-240 120-240 120-240
R3 120-240 120-240 120-240
R2 120-240 120-240 120-240
R1 120-240 120-240 120-240 120-240
PP 120-240 120-240 120-240 120-240
S1 120-240 120-240 120-240 120-240
S2 120-240 120-240 120-240
S3 120-240 120-240 120-240
S4 120-240 120-240 120-240
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 126-157 125-043 120-268
R3 124-147 123-033 120-089
R2 122-137 122-137 120-029
R1 121-023 121-023 119-290 120-235
PP 120-127 120-127 120-127 120-072
S1 119-013 119-013 119-170 118-225
S2 118-117 118-117 119-111
S3 116-107 117-003 119-051
S4 114-097 114-313 118-192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-240 119-230 2-010 1.7% 0-000 0.0% 51% False False 2
10 123-000 119-230 3-090 2.7% 0-000 0.0% 31% False False 2
20 123-240 119-230 4-010 3.3% 0-000 0.0% 26% False False 2
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 120-240
2.618 120-240
1.618 120-240
1.000 120-240
0.618 120-240
HIGH 120-240
0.618 120-240
0.500 120-240
0.382 120-240
LOW 120-240
0.618 120-240
1.000 120-240
1.618 120-240
2.618 120-240
4.250 120-240
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 120-240 120-185
PP 120-240 120-130
S1 120-240 120-075

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

View Archives - Comment on this page... - Back to Index of Symbols