CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 119-040 119-090 0-050 0.1% 120-230
High 119-040 119-090 0-050 0.1% 120-230
Low 119-040 119-090 0-050 0.1% 119-040
Close 119-040 119-090 0-050 0.1% 119-040
Range
ATR 0-173 0-164 -0-009 -5.1% 0-000
Volume 375 2,804 2,429 647.7% 12,592
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 119-090 119-090 119-090
R3 119-090 119-090 119-090
R2 119-090 119-090 119-090
R1 119-090 119-090 119-090 119-090
PP 119-090 119-090 119-090 119-090
S1 119-090 119-090 119-090 119-090
S2 119-090 119-090 119-090
S3 119-090 119-090 119-090
S4 119-090 119-090 119-090
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 124-140 123-120 120-000
R3 122-270 121-250 119-180
R2 121-080 121-080 119-134
R1 120-060 120-060 119-087 119-295
PP 119-210 119-210 119-210 119-168
S1 118-190 118-190 118-313 118-105
S2 118-020 118-020 118-266
S3 116-150 117-000 118-220
S4 114-280 115-130 118-080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-030 119-040 0-310 0.8% 0-000 0.0% 16% False False 2,826
10 120-270 119-040 1-230 1.4% 0-000 0.0% 9% False False 1,543
20 122-070 119-040 3-030 2.6% 0-000 0.0% 5% False False 772
40 124-110 119-040 5-070 4.4% 0-000 0.0% 3% False False 387
60 124-110 118-140 5-290 5.0% 0-000 0.0% 14% False False 259
80 124-110 118-140 5-290 5.0% 0-000 0.0% 14% False False 194
100 125-240 118-140 7-100 6.1% 0-000 0.0% 12% False False 156
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 119-090
2.618 119-090
1.618 119-090
1.000 119-090
0.618 119-090
HIGH 119-090
0.618 119-090
0.500 119-090
0.382 119-090
LOW 119-090
0.618 119-090
1.000 119-090
1.618 119-090
2.618 119-090
4.250 119-090
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 119-090 119-083
PP 119-090 119-077
S1 119-090 119-070

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

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