CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 124-175 124-260 0-085 0.2% 122-185
High 124-175 125-060 0-205 0.5% 124-175
Low 122-280 124-200 1-240 1.4% 122-095
Close 124-110 124-230 0-120 0.3% 124-110
Range 1-215 0-180 -1-035 -66.4% 2-080
ATR 1-015 1-011 -0-005 -1.4% 0-000
Volume 537,840 555,781 17,941 3.3% 2,269,091
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 126-170 126-060 125-009
R3 125-310 125-200 124-280
R2 125-130 125-130 124-263
R1 125-020 125-020 124-246 124-305
PP 124-270 124-270 124-270 124-252
S1 124-160 124-160 124-214 124-125
S2 124-090 124-090 124-197
S3 123-230 123-300 124-180
S4 123-050 123-120 124-131
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
5 125-060 122-095 2-285 2.3% 1-033 0.9% 84% True False 450,629
10 125-060 122-030 3-030 2.5% 1-018 0.8% 85% True False 497,131
20 125-060 115-070 9-310 8.0% 0-250 0.6% 95% True False 339,891
40 125-060 110-230 14-150 11.6% 0-142 0.4% 97% True False 171,547
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-046
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 127-185
2.618 126-211
1.618 126-031
1.000 125-240
0.618 125-171
HIGH 125-060
0.618 124-311
0.500 124-290
0.382 124-269
LOW 124-200
0.618 124-089
1.000 124-020
1.618 123-229
2.618 123-049
4.250 122-075
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 124-290 124-157
PP 124-270 124-083
S1 124-250 124-010

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

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