CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 120-000 120-230 0-230 0.6% 121-150
High 120-000 120-230 0-230 0.6% 121-150
Low 120-000 120-230 0-230 0.6% 120-000
Close 120-000 120-230 0-230 0.6% 120-000
Range
ATR 0-187 0-190 0-003 1.6% 0-000
Volume 7 1,262 1,255 17,928.6% 37
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 120-230 120-230 120-230
R3 120-230 120-230 120-230
R2 120-230 120-230 120-230
R1 120-230 120-230 120-230 120-230
PP 120-230 120-230 120-230 120-230
S1 120-230 120-230 120-230 120-230
S2 120-230 120-230 120-230
S3 120-230 120-230 120-230
S4 120-230 120-230 120-230
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 124-287 123-293 120-258
R3 123-137 122-143 120-129
R2 121-307 121-307 120-086
R1 120-313 120-313 120-043 120-235
PP 120-157 120-157 120-157 120-118
S1 119-163 119-163 119-277 119-085
S2 119-007 119-007 119-234
S3 117-177 118-013 119-191
S4 116-027 116-183 119-062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-270 120-000 0-270 0.7% 0-000 0.0% 85% False False 259
10 122-070 120-000 2-070 1.8% 0-000 0.0% 32% False False 131
20 122-220 120-000 2-220 2.2% 0-000 0.0% 27% False False 66
40 124-110 119-090 5-020 4.2% 0-000 0.0% 28% False False 34
60 124-110 118-140 5-290 4.9% 0-000 0.0% 39% False False 23
80 124-110 118-140 5-290 4.9% 0-000 0.0% 39% False False 18
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
4.250 120-230
2.618 120-230
1.618 120-230
1.000 120-230
0.618 120-230
HIGH 120-230
0.618 120-230
0.500 120-230
0.382 120-230
LOW 120-230
0.618 120-230
1.000 120-230
1.618 120-230
2.618 120-230
4.250 120-230
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 120-230 120-192
PP 120-230 120-153
S1 120-230 120-115

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

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