CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 122-050 121-230 -0-140 -0.4% 123-020
High 122-050 121-230 -0-140 -0.4% 123-020
Low 122-050 121-230 -0-140 -0.4% 121-230
Close 122-050 121-230 -0-140 -0.4% 121-230
Range
ATR 0-238 0-231 -0-007 -2.9% 0-000
Volume 2 3 1 50.0% 11
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 121-230 121-230 121-230
R3 121-230 121-230 121-230
R2 121-230 121-230 121-230
R1 121-230 121-230 121-230 121-230
PP 121-230 121-230 121-230 121-230
S1 121-230 121-230 121-230 121-230
S2 121-230 121-230 121-230
S3 121-230 121-230 121-230
S4 121-230 121-230 121-230
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 126-063 125-097 122-146
R3 124-273 123-307 122-028
R2 123-163 123-163 121-309
R1 122-197 122-197 121-269 122-125
PP 122-053 122-053 122-053 122-018
S1 121-087 121-087 121-191 121-015
S2 120-263 120-263 121-151
S3 119-153 119-297 121-112
S4 118-043 118-187 120-314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-020 121-230 1-110 1.1% 0-000 0.0% 0% False True 2
10 124-110 119-300 4-130 3.6% 0-000 0.0% 40% False False 2
20 124-110 119-090 5-020 4.2% 0-000 0.0% 48% False False 2
40 124-110 118-140 5-290 4.9% 0-000 0.0% 56% False False 2
60 124-110 118-140 5-290 4.9% 0-000 0.0% 56% 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
4.250 121-230
2.618 121-230
1.618 121-230
1.000 121-230
0.618 121-230
HIGH 121-230
0.618 121-230
0.500 121-230
0.382 121-230
LOW 121-230
0.618 121-230
1.000 121-230
1.618 121-230
2.618 121-230
4.250 121-230
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 121-230 121-300
PP 121-230 121-277
S1 121-230 121-253

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

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