CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 119-170 118-220 -0-270 -0.7% 120-230
High 119-170 118-220 -0-270 -0.7% 120-230
Low 119-170 118-220 -0-270 -0.7% 119-040
Close 119-170 118-220 -0-270 -0.7% 119-040
Range
ATR 0-147 0-156 0-009 6.0% 0-000
Volume 7,470 4,770 -2,700 -36.1% 12,592
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 118-220 118-220 118-220
R3 118-220 118-220 118-220
R2 118-220 118-220 118-220
R1 118-220 118-220 118-220 118-220
PP 118-220 118-220 118-220 118-220
S1 118-220 118-220 118-220 118-220
S2 118-220 118-220 118-220
S3 118-220 118-220 118-220
S4 118-220 118-220 118-220
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
5 119-170 118-220 0-270 0.7% 0-000 0.0% 0% False True 3,393
10 120-230 118-220 2-010 1.7% 0-000 0.0% 0% False True 2,919
20 122-070 118-220 3-170 3.0% 0-000 0.0% 0% False True 1,461
40 124-110 118-220 5-210 4.8% 0-000 0.0% 0% False True 732
60 124-110 118-220 5-210 4.8% 0-000 0.0% 0% False True 488
80 124-110 118-140 5-290 5.0% 0-000 0.0% 4% False False 367
100 125-240 118-140 7-100 6.2% 0-000 0.0% 3% False False 294
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
4.250 118-220
2.618 118-220
1.618 118-220
1.000 118-220
0.618 118-220
HIGH 118-220
0.618 118-220
0.500 118-220
0.382 118-220
LOW 118-220
0.618 118-220
1.000 118-220
1.618 118-220
2.618 118-220
4.250 118-220
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 118-220 119-035
PP 118-220 118-310
S1 118-220 118-265

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

View Archives - Comment on this page... - Back to Index of Symbols