CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 115-250 114-190 -1-060 -1.0% 117-070
High 115-250 114-190 -1-060 -1.0% 117-070
Low 115-250 114-190 -1-060 -1.0% 114-300
Close 115-250 114-190 -1-060 -1.0% 114-300
Range
ATR
Volume 2,465 367 -2,098 -85.1% 4,784
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 114-190 114-190 114-190
R3 114-190 114-190 114-190
R2 114-190 114-190 114-190
R1 114-190 114-190 114-190 114-190
PP 114-190 114-190 114-190 114-190
S1 114-190 114-190 114-190 114-190
S2 114-190 114-190 114-190
S3 114-190 114-190 114-190
S4 114-190 114-190 114-190
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 122-173 121-007 116-062
R3 120-083 118-237 115-181
R2 117-313 117-313 115-114
R1 116-147 116-147 115-047 116-025
PP 115-223 115-223 115-223 115-162
S1 114-057 114-057 114-233 113-255
S2 113-133 113-133 114-166
S3 111-043 111-287 114-099
S4 108-273 109-197 113-218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-100 114-190 1-230 1.5% 0-000 0.0% 0% False True 804
10 117-110 114-190 2-240 2.4% 0-000 0.0% 0% False True 875
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
4.250 114-190
2.618 114-190
1.618 114-190
1.000 114-190
0.618 114-190
HIGH 114-190
0.618 114-190
0.500 114-190
0.382 114-190
LOW 114-190
0.618 114-190
1.000 114-190
1.618 114-190
2.618 114-190
4.250 114-190
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 114-190 115-145
PP 114-190 115-053
S1 114-190 114-282

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

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