CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 125-010 127-120 2-110 1.9% 122-185
High 126-250 128-120 1-190 1.3% 124-175
Low 124-255 127-120 2-185 2.1% 122-095
Close 126-200 127-175 0-295 0.7% 124-110
Range 1-315 1-000 -0-315 -49.6% 2-080
ATR 1-034 1-049 0-015 4.2% 0-000
Volume 277,295 371,263 93,968 33.9% 2,269,091
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 130-245 130-050 128-031
R3 129-245 129-050 127-263
R2 128-245 128-245 127-234
R1 128-050 128-050 127-204 128-148
PP 127-245 127-245 127-245 127-294
S1 127-050 127-050 127-146 127-148
S2 126-245 126-245 127-116
S3 125-245 126-050 127-087
S4 124-245 125-050 126-319
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
5 128-120 122-280 5-160 4.3% 1-069 1.0% 85% True False 435,574
10 128-120 122-095 6-025 4.8% 1-050 0.9% 86% True False 447,189
20 128-120 116-310 11-130 8.9% 0-290 0.7% 93% True False 370,384
40 128-120 111-020 17-100 13.6% 0-166 0.4% 95% True False 187,759
Crabel Price Patterns
NR True
NR4 False
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 0-045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-200
2.618 130-318
1.618 129-318
1.000 129-120
0.618 128-318
HIGH 128-120
0.618 127-318
0.500 127-280
0.382 127-242
LOW 127-120
0.618 126-242
1.000 126-120
1.618 125-242
2.618 124-242
4.250 123-040
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 127-280 127-063
PP 127-245 126-272
S1 127-210 126-160

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

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