CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 127-120 128-130 1-010 0.8% 122-185
High 128-120 128-210 0-090 0.2% 124-175
Low 127-120 127-310 0-190 0.5% 122-095
Close 127-175 128-000 0-145 0.4% 124-110
Range 1-000 0-220 -0-100 -31.3% 2-080
ATR 1-049 1-048 -0-001 -0.3% 0-000
Volume 371,263 427,740 56,477 15.2% 2,269,091
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 130-087 129-263 128-121
R3 129-187 129-043 128-060
R2 128-287 128-287 128-040
R1 128-143 128-143 128-020 128-105
PP 128-067 128-067 128-067 128-048
S1 127-243 127-243 127-300 127-205
S2 127-167 127-167 127-280
S3 126-267 127-023 127-260
S4 126-047 126-123 127-199
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
5 128-210 122-280 5-250 4.5% 1-058 0.9% 89% True False 433,983
10 128-210 122-095 6-115 5.0% 1-044 0.9% 90% True False 438,760
20 128-210 117-080 11-130 8.9% 0-301 0.7% 94% True False 388,516
40 128-210 111-020 17-190 13.7% 0-172 0.4% 96% True False 198,451
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 0-048
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-185
2.618 130-146
1.618 129-246
1.000 129-110
0.618 129-026
HIGH 128-210
0.618 128-126
0.500 128-100
0.382 128-074
LOW 127-310
0.618 127-174
1.000 127-090
1.618 126-274
2.618 126-054
4.250 125-015
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 128-100 127-184
PP 128-067 127-048
S1 128-033 126-232

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

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