CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 117-130 117-005 -0-125 -0.3% 117-005
High 117-200 117-110 -0-090 -0.2% 118-020
Low 117-000 116-295 -0-025 -0.1% 116-315
Close 117-010 117-005 -0-005 0.0% 117-010
Range 0-200 0-135 -0-065 -32.5% 1-025
ATR 0-162 0-160 -0-002 -1.2% 0-000
Volume 589,017 721,471 132,454 22.5% 3,143,417
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-115 118-035 117-079
R3 117-300 117-220 117-042
R2 117-165 117-165 117-030
R1 117-085 117-085 117-017 117-072
PP 117-030 117-030 117-030 117-024
S1 116-270 116-270 116-313 116-258
S2 116-215 116-215 116-300
S3 116-080 116-135 116-288
S4 115-265 116-000 116-251
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
5 118-020 116-295 1-045 1.0% 0-154 0.4% 8% False True 682,570
10 118-020 116-110 1-230 1.5% 0-108 0.3% 39% False False 519,830
20 118-020 114-200 3-140 2.9% 0-061 0.2% 70% False False 268,711
40 118-020 113-080 4-260 4.1% 0-031 0.1% 78% False False 134,897
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 False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-044
2.618 118-143
1.618 118-008
1.000 117-245
0.618 117-193
HIGH 117-110
0.618 117-058
0.500 117-042
0.382 117-027
LOW 116-295
0.618 116-212
1.000 116-160
1.618 116-077
2.618 115-262
4.250 115-041
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 117-042 117-115
PP 117-030 117-078
S1 117-018 117-042

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

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