CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 118-130 118-030 -0-100 -0.3% 119-100
High 118-130 118-030 -0-100 -0.3% 119-140
Low 118-130 117-230 -0-220 -0.6% 117-230
Close 118-130 117-210 -0-240 -0.6% 117-210
Range 0-000 0-120 0-120 1-230
ATR 0-151 0-156 0-005 3.3% 0-000
Volume 74,708 129,214 54,506 73.0% 258,091
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 118-303 118-217 117-276
R3 118-183 118-097 117-243
R2 118-063 118-063 117-232
R1 117-297 117-297 117-221 117-280
PP 117-263 117-263 117-263 117-255
S1 117-177 117-177 117-199 117-160
S2 117-143 117-143 117-188
S3 117-023 117-057 117-177
S4 116-223 116-257 117-144
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 123-137 122-083 118-192
R3 121-227 120-173 118-041
R2 119-317 119-317 117-311
R1 118-263 118-263 117-260 118-175
PP 118-087 118-087 118-087 118-042
S1 117-033 117-033 117-160 116-265
S2 116-177 116-177 117-109
S3 114-267 115-123 117-059
S4 113-037 113-213 116-228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-140 117-230 1-230 1.5% 0-024 0.1% -4% False True 51,618
10 120-110 117-230 2-200 2.2% 0-042 0.1% -2% False True 29,976
20 120-230 117-230 3-000 2.5% 0-021 0.1% -2% False True 16,542
40 122-220 117-230 4-310 4.2% 0-010 0.0% -1% False True 8,273
60 124-110 117-230 6-200 5.6% 0-007 0.0% -1% False True 5,516
80 124-110 117-230 6-200 5.6% 0-005 0.0% -1% False True 4,137
100 124-290 117-230 7-060 6.1% 0-004 0.0% -1% False True 3,310
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-005
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 119-220
2.618 119-024
1.618 118-224
1.000 118-150
0.618 118-104
HIGH 118-030
0.618 117-304
0.500 117-290
0.382 117-276
LOW 117-230
0.618 117-156
1.000 117-110
1.618 117-036
2.618 116-236
4.250 116-040
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 117-290 118-185
PP 117-263 118-087
S1 117-237 117-308

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

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