CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 23-Dec-2008
Day Change Summary
Previous Current
22-Dec-2008 23-Dec-2008 Change Change % Previous Week
Open 127-070 126-250 -0-140 -0.3% 124-260
High 127-070 127-075 0-005 0.0% 128-210
Low 126-295 126-250 -0-045 -0.1% 124-200
Close 126-295 127-045 0-070 0.2% 126-315
Range 0-095 0-145 0-050 52.6% 4-010
ATR 1-025 1-011 -0-014 -4.1% 0-000
Volume 253,925 154,697 -99,228 -39.1% 1,953,386
Daily Pivots for day following 23-Dec-2008
Classic Woodie Camarilla DeMark
R4 128-132 128-073 127-125
R3 127-307 127-248 127-085
R2 127-162 127-162 127-072
R1 127-103 127-103 127-058 127-132
PP 127-017 127-017 127-017 127-031
S1 126-278 126-278 127-032 126-308
S2 126-192 126-192 127-018
S3 126-047 126-133 127-005
S4 125-222 125-308 126-285
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
5 128-210 126-250 1-280 1.5% 0-205 0.5% 19% False True 305,786
10 128-210 122-095 6-115 5.0% 0-304 0.7% 76% False False 369,997
20 128-210 118-190 10-020 7.9% 0-316 0.8% 85% False False 405,910
40 128-210 111-020 17-190 13.8% 0-184 0.5% 91% False False 216,663
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-051
2.618 128-135
1.618 127-310
1.000 127-220
0.618 127-165
HIGH 127-075
0.618 127-020
0.500 127-002
0.382 126-305
LOW 126-250
0.618 126-160
1.000 126-105
1.618 126-015
2.618 125-190
4.250 124-274
Fisher Pivots for day following 23-Dec-2008
Pivot 1 day 3 day
R1 127-031 127-085
PP 127-017 127-072
S1 127-002 127-058

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

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