CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 117-205 117-130 -0-075 -0.2% 117-005
High 117-255 117-200 -0-055 -0.1% 118-020
Low 117-200 117-000 -0-200 -0.5% 116-315
Close 117-240 117-010 -0-230 -0.6% 117-010
Range 0-055 0-200 0-145 263.6% 1-025
ATR 0-156 0-162 0-006 3.9% 0-000
Volume 693,699 589,017 -104,682 -15.1% 3,143,417
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-030 118-220 117-120
R3 118-150 118-020 117-065
R2 117-270 117-270 117-047
R1 117-140 117-140 117-028 117-105
PP 117-070 117-070 117-070 117-052
S1 116-260 116-260 116-312 116-225
S2 116-190 116-190 116-293
S3 115-310 116-060 116-275
S4 115-110 115-180 116-220
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 120-190 119-285 117-200
R3 119-165 118-260 117-105
R2 118-140 118-140 117-073
R1 117-235 117-235 117-042 118-028
PP 117-115 117-115 117-115 117-171
S1 116-210 116-210 116-298 117-002
S2 116-090 116-090 116-267
S3 115-065 115-185 116-235
S4 114-040 114-160 116-140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-020 116-315 1-025 0.9% 0-142 0.4% 4% False False 628,683
10 118-020 116-030 1-310 1.7% 0-095 0.3% 48% False False 456,530
20 118-020 114-040 3-300 3.4% 0-054 0.1% 74% False False 232,731
40 118-020 113-080 4-260 4.1% 0-027 0.1% 79% False False 116,861
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 0-020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-090
2.618 119-084
1.618 118-204
1.000 118-080
0.618 118-004
HIGH 117-200
0.618 117-124
0.500 117-100
0.382 117-076
LOW 117-000
0.618 116-196
1.000 116-120
1.618 115-316
2.618 115-116
4.250 114-110
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 117-100 117-170
PP 117-070 117-117
S1 117-040 117-063

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

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