CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 118-030 118-010 -0-020 -0.1% 119-100
High 118-030 118-010 -0-020 -0.1% 119-140
Low 117-230 117-070 -0-160 -0.4% 117-230
Close 117-210 117-070 -0-140 -0.4% 117-210
Range 0-120 0-260 0-140 116.7% 1-230
ATR 0-156 0-163 0-007 4.8% 0-000
Volume 129,214 88,810 -40,404 -31.3% 258,091
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 119-297 119-123 117-213
R3 119-037 118-183 117-142
R2 118-097 118-097 117-118
R1 117-243 117-243 117-094 117-200
PP 117-157 117-157 117-157 117-135
S1 116-303 116-303 117-046 116-260
S2 116-217 116-217 117-022
S3 115-277 116-043 116-318
S4 115-017 115-103 116-247
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
5 119-140 117-070 2-070 1.9% 0-076 0.2% 0% False True 67,756
10 120-110 117-070 3-040 2.7% 0-068 0.2% 0% False True 38,571
20 120-110 117-070 3-040 2.7% 0-034 0.1% 0% False True 20,919
40 122-220 117-070 5-150 4.7% 0-017 0.0% 0% False True 10,493
60 124-110 117-070 7-040 6.1% 0-011 0.0% 0% False True 6,996
80 124-110 117-070 7-040 6.1% 0-008 0.0% 0% False True 5,247
100 124-110 117-070 7-040 6.1% 0-007 0.0% 0% False True 4,198
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 8 trading days
Fibonacci Retracements and Extensions
4.250 121-155
2.618 120-051
1.618 119-111
1.000 118-270
0.618 118-171
HIGH 118-010
0.618 117-231
0.500 117-200
0.382 117-169
LOW 117-070
0.618 116-229
1.000 116-130
1.618 115-289
2.618 115-029
4.250 113-245
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 117-200 117-260
PP 117-157 117-197
S1 117-113 117-133

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

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