CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 117-155 117-215 0-060 0.2% 117-060
High 117-280 118-040 0-080 0.2% 118-040
Low 117-110 117-210 0-100 0.3% 116-215
Close 117-225 117-315 0-090 0.2% 117-315
Range 0-170 0-150 -0-020 -11.8% 1-145
ATR 0-177 0-175 -0-002 -1.1% 0-000
Volume 853,440 848,695 -4,745 -0.6% 3,689,611
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-105 119-040 118-078
R3 118-275 118-210 118-036
R2 118-125 118-125 118-022
R1 118-060 118-060 118-009 118-092
PP 117-295 117-295 117-295 117-311
S1 117-230 117-230 117-301 117-262
S2 117-145 117-145 117-288
S3 116-315 117-080 117-274
S4 116-165 116-250 117-232
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 121-305 121-135 118-251
R3 120-160 119-310 118-123
R2 119-015 119-015 118-080
R1 118-165 118-165 118-038 118-250
PP 117-190 117-190 117-190 117-232
S1 117-020 117-020 117-272 117-105
S2 116-045 116-045 117-230
S3 114-220 115-195 117-187
S4 113-075 114-050 117-059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-040 116-215 1-145 1.2% 0-172 0.5% 90% True False 737,922
10 118-040 116-215 1-145 1.2% 0-160 0.4% 90% True False 775,631
20 118-150 116-120 2-030 1.8% 0-158 0.4% 77% False False 717,243
40 118-150 113-080 5-070 4.4% 0-085 0.2% 91% False False 382,057
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 0-016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-038
2.618 119-113
1.618 118-283
1.000 118-190
0.618 118-133
HIGH 118-040
0.618 117-303
0.500 117-285
0.382 117-267
LOW 117-210
0.618 117-117
1.000 117-060
1.618 116-287
2.618 116-137
4.250 115-212
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 117-305 117-255
PP 117-295 117-195
S1 117-285 117-135

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

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