CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 124-260 125-010 0-070 0.2% 122-185
High 125-060 126-250 1-190 1.3% 124-175
Low 124-200 124-255 0-055 0.1% 122-095
Close 124-230 126-200 1-290 1.5% 124-110
Range 0-180 1-315 1-135 252.8% 2-080
ATR 1-011 1-034 0-024 7.1% 0-000
Volume 555,781 277,295 -278,486 -50.1% 2,269,091
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 132-007 131-098 127-229
R3 130-012 129-103 127-055
R2 128-017 128-017 126-316
R1 127-108 127-108 126-258 127-222
PP 126-022 126-022 126-022 126-079
S1 125-113 125-113 126-142 125-228
S2 124-027 124-027 126-084
S3 122-032 123-118 126-025
S4 120-037 121-123 125-171
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
5 126-250 122-095 4-155 3.5% 1-084 1.0% 97% True False 434,207
10 126-250 122-095 4-155 3.5% 1-050 0.9% 97% True False 462,122
20 126-250 115-240 11-010 8.7% 0-282 0.7% 99% True False 353,323
40 126-250 111-020 15-230 12.4% 0-158 0.4% 99% True False 178,479
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 135-069
2.618 131-312
1.618 129-317
1.000 128-245
0.618 128-002
HIGH 126-250
0.618 126-007
0.500 125-252
0.382 125-178
LOW 124-255
0.618 123-183
1.000 122-260
1.618 121-188
2.618 119-193
4.250 116-116
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 126-111 126-008
PP 126-022 125-137
S1 125-252 124-265

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

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