CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 116-300 117-170 0-190 0.5% 117-215
High 117-195 117-290 0-095 0.3% 118-125
Low 116-300 117-120 0-140 0.4% 117-050
Close 117-180 117-280 0-100 0.3% 117-050
Range 0-215 0-170 -0-045 -20.9% 1-075
ATR 0-248 0-242 -0-006 -2.2% 0-000
Volume 920,138 821,155 -98,983 -10.8% 3,544,126
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 119-100 119-040 118-054
R3 118-250 118-190 118-007
R2 118-080 118-080 117-311
R1 118-020 118-020 117-296 118-050
PP 117-230 117-230 117-230 117-245
S1 117-170 117-170 117-264 117-200
S2 117-060 117-060 117-249
S3 116-210 117-000 117-233
S4 116-040 116-150 117-186
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 121-087 120-143 117-267
R3 120-012 119-068 117-159
R2 118-257 118-257 117-122
R1 117-313 117-313 117-086 117-248
PP 117-182 117-182 117-182 117-149
S1 116-238 116-238 117-014 116-172
S2 116-107 116-107 116-298
S3 115-032 115-163 116-261
S4 113-277 114-088 116-153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-125 116-300 1-145 1.2% 0-196 0.5% 65% False False 786,118
10 118-125 115-005 3-120 2.9% 0-228 0.6% 85% False False 785,168
20 118-125 114-250 3-195 3.1% 0-222 0.6% 86% False False 784,655
40 118-280 114-250 4-030 3.5% 0-217 0.6% 76% False False 759,876
60 118-280 112-290 5-310 5.1% 0-214 0.6% 83% False False 760,292
80 120-110 112-290 7-140 6.3% 0-185 0.5% 67% False False 609,972
100 122-070 112-290 9-100 7.9% 0-148 0.4% 53% False False 488,104
120 124-110 112-290 11-140 9.7% 0-123 0.3% 43% False False 406,754
Crabel Price Patterns
NR True
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 True
Bear Hook False
Bull Hook False
Stretch 0-011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-052
2.618 119-095
1.618 118-245
1.000 118-140
0.618 118-075
HIGH 117-290
0.618 117-225
0.500 117-205
0.382 117-185
LOW 117-120
0.618 117-015
1.000 116-270
1.618 116-165
2.618 115-315
4.250 115-038
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 117-255 117-238
PP 117-230 117-195
S1 117-205 117-152

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.