CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 118-160 118-245 0-085 0.2% 116-280
High 118-280 118-270 -0-010 0.0% 118-280
Low 118-160 118-100 -0-060 -0.2% 116-200
Close 118-225 118-105 -0-120 -0.3% 118-225
Range 0-120 0-170 0-050 41.7% 2-080
ATR 0-246 0-241 -0-005 -2.2% 0-000
Volume 802,745 637,711 -165,034 -20.6% 3,672,441
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 120-028 119-237 118-198
R3 119-178 119-067 118-152
R2 119-008 119-008 118-136
R1 118-217 118-217 118-121 118-188
PP 118-158 118-158 118-158 118-144
S1 118-047 118-047 118-089 118-018
S2 117-308 117-308 118-074
S3 117-138 117-197 118-058
S4 116-288 117-027 118-012
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 124-262 124-003 119-301
R3 122-182 121-243 119-103
R2 120-102 120-102 119-037
R1 119-163 119-163 118-291 119-292
PP 118-022 118-022 118-022 118-086
S1 117-083 117-083 118-159 117-212
S2 115-262 115-262 118-093
S3 113-182 115-003 118-027
S4 111-102 112-243 117-149
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-280 116-210 2-070 1.9% 0-206 0.5% 75% False False 724,585
10 118-280 115-235 3-045 2.7% 0-186 0.5% 83% False False 705,803
20 118-280 113-230 5-050 4.4% 0-199 0.5% 89% False False 710,777
40 119-310 112-290 7-020 6.0% 0-189 0.5% 77% False False 619,205
60 121-150 112-290 8-180 7.2% 0-131 0.3% 63% False False 413,807
80 123-190 112-290 10-220 9.0% 0-098 0.3% 51% False False 310,356
100 124-110 112-290 11-140 9.7% 0-079 0.2% 47% False False 248,285
120 124-110 112-290 11-140 9.7% 0-066 0.2% 47% False False 206,905
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-032
2.618 120-075
1.618 119-225
1.000 119-120
0.618 119-055
HIGH 118-270
0.618 118-205
0.500 118-185
0.382 118-165
LOW 118-100
0.618 117-315
1.000 117-250
1.618 117-145
2.618 116-295
4.250 116-018
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 118-185 118-103
PP 118-158 118-102
S1 118-132 118-100

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

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