CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 121-310 122-070 0-080 0.2% 120-070
High 121-310 122-070 0-080 0.2% 121-040
Low 121-310 122-070 0-080 0.2% 120-070
Close 121-310 122-070 0-080 0.2% 120-230
Range
ATR 0-200 0-192 -0-009 -4.3% 0-000
Volume
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 122-070 122-070 122-070
R3 122-070 122-070 122-070
R2 122-070 122-070 122-070
R1 122-070 122-070 122-070 122-070
PP 122-070 122-070 122-070 122-070
S1 122-070 122-070 122-070 122-070
S2 122-070 122-070 122-070
S3 122-070 122-070 122-070
S4 122-070 122-070 122-070
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 123-130 122-310 121-070
R3 122-160 122-020 120-310
R2 121-190 121-190 120-283
R1 121-050 121-050 120-257 121-120
PP 120-220 120-220 120-220 120-255
S1 120-080 120-080 120-203 120-150
S2 119-250 119-250 120-177
S3 118-280 119-110 120-150
S4 117-310 118-140 120-070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-070 120-230 1-160 1.2% 0-000 0.0% 100% True False 1
10 122-220 120-070 2-150 2.0% 0-000 0.0% 81% False False 1
20 124-110 120-070 4-040 3.4% 0-000 0.0% 48% False False 2
40 124-110 118-260 5-170 4.5% 0-000 0.0% 62% False False 2
60 124-110 118-140 5-290 4.8% 0-000 0.0% 64% False False 2
80 125-240 118-140 7-100 6.0% 0-000 0.0% 52% 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
4.250 122-070
2.618 122-070
1.618 122-070
1.000 122-070
0.618 122-070
HIGH 122-070
0.618 122-070
0.500 122-070
0.382 122-070
LOW 122-070
0.618 122-070
1.000 122-070
1.618 122-070
2.618 122-070
4.250 122-070
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 122-070 122-032
PP 122-070 121-313
S1 122-070 121-275

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

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