CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 127-230 127-070 -0-160 -0.4% 124-260
High 127-240 127-070 -0-170 -0.4% 128-210
Low 126-315 126-295 -0-020 0.0% 124-200
Close 126-315 126-295 -0-020 0.0% 126-315
Range 0-245 0-095 -0-150 -61.2% 4-010
ATR 1-045 1-025 -0-019 -5.3% 0-000
Volume 321,307 253,925 -67,382 -21.0% 1,953,386
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 127-292 127-228 127-027
R3 127-197 127-133 127-001
R2 127-102 127-102 126-312
R1 127-038 127-038 126-304 127-022
PP 127-007 127-007 127-007 126-319
S1 126-263 126-263 126-286 126-248
S2 126-232 126-232 126-278
S3 126-137 126-168 126-269
S4 126-042 126-073 126-243
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 138-272 136-303 129-064
R3 134-262 132-293 128-030
R2 130-252 130-252 127-232
R1 128-283 128-283 127-113 129-268
PP 126-242 126-242 126-242 127-074
S1 124-273 124-273 126-197 125-258
S2 122-232 122-232 126-078
S3 118-222 120-263 125-280
S4 114-212 116-253 124-246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-210 124-255 3-275 3.0% 0-303 0.7% 55% False False 330,306
10 128-210 122-095 6-115 5.0% 1-008 0.8% 73% False False 390,467
20 128-210 117-080 11-130 9.0% 0-315 0.8% 85% False False 404,722
40 128-210 111-020 17-190 13.9% 0-180 0.4% 90% False False 212,798
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 0-038
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 128-154
2.618 127-319
1.618 127-224
1.000 127-165
0.618 127-129
HIGH 127-070
0.618 127-034
0.500 127-022
0.382 127-011
LOW 126-295
0.618 126-236
1.000 126-200
1.618 126-141
2.618 126-046
4.250 125-211
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 127-022 127-252
PP 127-007 127-160
S1 126-311 127-068

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

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