CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 123-225 124-175 0-270 0.7% 122-185
High 123-310 124-175 0-185 0.5% 124-175
Low 123-035 122-280 -0-075 -0.2% 122-095
Close 123-310 124-110 0-120 0.3% 124-110
Range 0-275 1-215 0-260 94.5% 2-080
ATR 1-000 1-015 0-015 4.8% 0-000
Volume 435,695 537,840 102,145 23.4% 2,269,091
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 128-300 128-100 125-084
R3 127-085 126-205 124-257
R2 125-190 125-190 124-208
R1 124-310 124-310 124-159 124-142
PP 123-295 123-295 123-295 123-211
S1 123-095 123-095 124-061 122-248
S2 122-080 122-080 124-012
S3 120-185 121-200 123-283
S4 118-290 119-305 123-136
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 130-153 129-212 125-186
R3 128-073 127-132 124-308
R2 125-313 125-313 124-242
R1 125-052 125-052 124-176 125-182
PP 123-233 123-233 123-233 123-299
S1 122-292 122-292 124-044 123-102
S2 121-153 121-153 123-298
S3 119-073 120-212 123-232
S4 116-313 118-132 123-034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-175 122-095 2-080 1.8% 1-039 0.9% 91% True False 453,818
10 124-175 121-160 3-015 2.5% 1-048 0.9% 93% True False 458,873
20 124-175 114-190 9-305 8.0% 0-244 0.6% 98% True False 313,208
40 124-175 110-040 14-135 11.6% 0-138 0.3% 99% True False 157,666
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 131-209
2.618 128-296
1.618 127-081
1.000 126-070
0.618 125-186
HIGH 124-175
0.618 123-291
0.500 123-228
0.382 123-164
LOW 122-280
0.618 121-269
1.000 121-065
1.618 120-054
2.618 118-159
4.250 115-246
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 124-042 124-012
PP 123-295 123-233
S1 123-228 123-135

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

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