CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 120-220 121-150 0-250 0.6% 121-160
High 120-220 121-150 0-250 0.6% 122-070
Low 120-220 121-150 0-250 0.6% 120-220
Close 120-220 121-150 0-250 0.6% 120-220
Range
ATR 0-199 0-203 0-004 1.8% 0-000
Volume 2 0 -2 -100.0% 14
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 121-150 121-150 121-150
R3 121-150 121-150 121-150
R2 121-150 121-150 121-150
R1 121-150 121-150 121-150 121-150
PP 121-150 121-150 121-150 121-150
S1 121-150 121-150 121-150 121-150
S2 121-150 121-150 121-150
S3 121-150 121-150 121-150
S4 121-150 121-150 121-150
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 125-253 124-247 121-170
R3 124-083 123-077 121-035
R2 122-233 122-233 120-310
R1 121-227 121-227 120-265 121-145
PP 121-063 121-063 121-063 121-022
S1 120-057 120-057 120-175 119-295
S2 119-213 119-213 120-130
S3 118-043 118-207 120-085
S4 116-193 117-037 119-270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-070 120-220 1-170 1.3% 0-000 0.0% 51% False False 2
10 122-070 120-070 2-000 1.6% 0-000 0.0% 63% False False 2
20 123-020 120-070 2-270 2.3% 0-000 0.0% 44% False False 2
40 124-110 118-260 5-170 4.6% 0-000 0.0% 48% False False 2
60 124-110 118-140 5-290 4.9% 0-000 0.0% 51% False False 2
80 125-140 118-140 7-000 5.8% 0-000 0.0% 43% 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
4.250 121-150
2.618 121-150
1.618 121-150
1.000 121-150
0.618 121-150
HIGH 121-150
0.618 121-150
0.500 121-150
0.382 121-150
LOW 121-150
0.618 121-150
1.000 121-150
1.618 121-150
2.618 121-150
4.250 121-150
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 121-150 121-117
PP 121-150 121-083
S1 121-150 121-050

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

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