CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 116-250 117-065 0-135 0.4% 117-005
High 116-315 117-305 0-310 0.8% 118-020
Low 116-200 117-060 0-180 0.5% 116-315
Close 116-300 117-290 0-310 0.8% 117-010
Range 0-115 0-245 0-130 113.0% 1-025
ATR 0-157 0-169 0-012 7.6% 0-000
Volume 626,068 696,492 70,424 11.2% 3,143,417
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-313 119-227 118-105
R3 119-068 118-302 118-037
R2 118-143 118-143 118-015
R1 118-057 118-057 117-312 118-100
PP 117-218 117-218 117-218 117-240
S1 117-132 117-132 117-268 117-175
S2 116-293 116-293 117-245
S3 116-048 116-207 117-223
S4 115-123 115-282 117-155
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
5 117-305 116-200 1-105 1.1% 0-150 0.4% 96% True False 665,349
10 118-020 116-110 1-230 1.5% 0-144 0.4% 91% False False 618,337
20 118-020 115-190 2-150 2.1% 0-079 0.2% 94% False False 334,613
40 118-020 113-080 4-260 4.1% 0-040 0.1% 97% False False 167,844
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 121-066
2.618 119-306
1.618 119-061
1.000 118-230
0.618 118-136
HIGH 117-305
0.618 117-211
0.500 117-182
0.382 117-154
LOW 117-060
0.618 116-229
1.000 116-135
1.618 115-304
2.618 115-059
4.250 113-299
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 117-254 117-224
PP 117-218 117-158
S1 117-182 117-092

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

View Archives - Comment on this page... - Back to Index of Symbols