CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 114-250 115-270 1-020 0.9% 114-190
High 114-250 115-270 1-020 0.9% 115-270
Low 114-250 115-270 1-020 0.9% 114-180
Close 114-250 115-270 1-020 0.9% 115-270
Range
ATR 0-155 0-168 0-013 8.5% 0-000
Volume 530 1,585 1,055 199.1% 3,295
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 115-270 115-270 115-270
R3 115-270 115-270 115-270
R2 115-270 115-270 115-270
R1 115-270 115-270 115-270 115-270
PP 115-270 115-270 115-270 115-270
S1 115-270 115-270 115-270 115-270
S2 115-270 115-270 115-270
S3 115-270 115-270 115-270
S4 115-270 115-270 115-270
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 119-083 118-267 116-176
R3 117-313 117-177 116-063
R2 116-223 116-223 116-025
R1 116-087 116-087 115-308 116-155
PP 115-133 115-133 115-133 115-168
S1 114-317 114-317 115-232 115-065
S2 114-043 114-043 115-195
S3 112-273 113-227 115-157
S4 111-183 112-137 115-044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-270 114-180 1-090 1.1% 0-000 0.0% 100% True False 659
10 116-100 114-180 1-240 1.5% 0-000 0.0% 73% False False 725
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
4.250 115-270
2.618 115-270
1.618 115-270
1.000 115-270
0.618 115-270
HIGH 115-270
0.618 115-270
0.500 115-270
0.382 115-270
LOW 115-270
0.618 115-270
1.000 115-270
1.618 115-270
2.618 115-270
4.250 115-270
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 115-270 115-202
PP 115-270 115-133
S1 115-270 115-065

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

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