CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 125-085 124-200 -0-205 -0.5% 121-115
High 126-010 124-290 -1-040 -0.9% 126-010
Low 124-170 124-150 -0-020 -0.1% 120-300
Close 124-170 124-185 0-015 0.0% 124-185
Range 1-160 0-140 -1-020 -70.8% 5-030
ATR 1-065 1-048 -0-018 -4.5% 0-000
Volume 1,030,466 891,011 -139,455 -13.5% 3,848,584
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 125-308 125-227 124-262
R3 125-168 125-087 124-224
R2 125-028 125-028 124-211
R1 124-267 124-267 124-198 124-238
PP 124-208 124-208 124-208 124-194
S1 124-127 124-127 124-172 124-098
S2 124-068 124-068 124-159
S3 123-248 123-307 124-146
S4 123-108 123-167 124-108
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 139-042 136-303 127-122
R3 134-012 131-273 125-313
R2 128-302 128-302 125-164
R1 126-243 126-243 125-014 127-272
PP 123-272 123-272 123-272 124-126
S1 121-213 121-213 124-036 122-242
S2 118-242 118-242 123-206
S3 113-212 116-183 123-057
S4 108-182 111-153 121-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-010 120-300 5-030 4.1% 1-168 1.2% 71% False False 769,716
10 126-010 120-240 5-090 4.2% 1-055 0.9% 72% False False 758,122
20 126-010 119-190 6-140 5.2% 0-287 0.7% 77% False False 586,521
40 126-010 119-140 6-190 5.3% 0-149 0.4% 78% False False 297,984
Crabel Price Patterns
NR True
NR4 True
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 0-076
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-245
2.618 126-017
1.618 125-197
1.000 125-110
0.618 125-057
HIGH 124-290
0.618 124-237
0.500 124-220
0.382 124-203
LOW 124-150
0.618 124-063
1.000 124-010
1.618 123-243
2.618 123-103
4.250 122-195
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 124-220 124-070
PP 124-208 123-275
S1 124-197 123-160

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.