CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 117-005 116-250 -0-075 -0.2% 117-005
High 117-110 116-315 -0-115 -0.3% 118-020
Low 116-295 116-200 -0-095 -0.3% 116-315
Close 117-005 116-300 -0-025 -0.1% 117-010
Range 0-135 0-115 -0-020 -14.8% 1-025
ATR 0-160 0-157 -0-002 -1.6% 0-000
Volume 721,471 626,068 -95,403 -13.2% 3,143,417
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 117-297 117-253 117-043
R3 117-182 117-138 117-012
R2 117-067 117-067 117-001
R1 117-023 117-023 116-311 117-045
PP 116-272 116-272 116-272 116-282
S1 116-228 116-228 116-289 116-250
S2 116-157 116-157 116-279
S3 116-042 116-113 116-268
S4 115-247 115-318 116-237
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
5 118-020 116-200 1-140 1.2% 0-135 0.4% 22% False True 701,821
10 118-020 116-110 1-230 1.5% 0-120 0.3% 35% False False 570,624
20 118-020 114-230 3-110 2.9% 0-067 0.2% 66% False False 299,956
40 118-020 113-080 4-260 4.1% 0-034 0.1% 77% False False 150,500
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 0-028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-164
2.618 117-296
1.618 117-181
1.000 117-110
0.618 117-066
HIGH 116-315
0.618 116-271
0.500 116-258
0.382 116-244
LOW 116-200
0.618 116-129
1.000 116-085
1.618 116-014
2.618 115-219
4.250 115-031
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 116-286 117-040
PP 116-272 117-020
S1 116-258 117-000

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

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