CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 124-050 122-185 -1-185 -1.3% 121-160
High 124-155 123-075 -1-080 -1.0% 124-155
Low 122-310 122-185 -0-125 -0.3% 121-160
Close 123-015 122-245 -0-090 -0.2% 123-015
Range 1-165 0-210 -0-275 -56.7% 2-315
ATR 0-311 0-304 -0-007 -2.3% 0-000
Volume 486,437 571,725 85,288 17.5% 2,319,648
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 124-265 124-145 123-040
R3 124-055 123-255 122-303
R2 123-165 123-165 122-284
R1 123-045 123-045 122-264 123-105
PP 122-275 122-275 122-275 122-305
S1 122-155 122-155 122-226 122-215
S2 122-065 122-065 122-206
S3 121-175 121-265 122-187
S4 120-285 121-055 122-130
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 131-308 130-157 124-220
R3 128-313 127-162 123-278
R2 125-318 125-318 123-190
R1 124-167 124-167 123-103 125-082
PP 123-003 123-003 123-003 123-121
S1 121-172 121-172 122-247 122-088
S2 120-008 120-008 122-160
S3 117-013 118-177 122-072
S4 114-018 115-182 121-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-155 122-030 2-125 1.9% 1-003 0.8% 28% False False 543,632
10 124-155 117-080 7-075 5.9% 0-302 0.8% 76% False False 418,976
20 124-155 112-220 11-255 9.6% 0-179 0.5% 85% False False 229,846
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-034
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126-008
2.618 124-305
1.618 124-095
1.000 123-285
0.618 123-205
HIGH 123-075
0.618 122-315
0.500 122-290
0.382 122-265
LOW 122-185
0.618 122-055
1.000 121-295
1.618 121-165
2.618 120-275
4.250 119-252
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 122-290 123-170
PP 122-275 123-088
S1 122-260 123-007

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

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