CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 24-Dec-2008
Day Change Summary
Previous Current
23-Dec-2008 24-Dec-2008 Change Change % Previous Week
Open 126-250 127-120 0-190 0.5% 124-260
High 127-075 127-120 0-045 0.1% 128-210
Low 126-250 126-210 -0-040 -0.1% 124-200
Close 127-045 126-230 -0-135 -0.3% 126-315
Range 0-145 0-230 0-085 58.6% 4-010
ATR 1-011 1-004 -0-007 -2.2% 0-000
Volume 154,697 137,651 -17,046 -11.0% 1,953,386
Daily Pivots for day following 24-Dec-2008
Classic Woodie Camarilla DeMark
R4 129-023 128-197 127-036
R3 128-113 127-287 126-293
R2 127-203 127-203 126-272
R1 127-057 127-057 126-251 127-015
PP 126-293 126-293 126-293 126-272
S1 126-147 126-147 126-209 126-105
S2 126-063 126-063 126-188
S3 125-153 125-237 126-167
S4 124-243 125-007 126-104
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
5 128-210 126-210 2-000 1.6% 0-187 0.5% 3% False True 259,064
10 128-210 122-280 5-250 4.6% 0-288 0.7% 66% False False 347,319
20 128-210 119-160 9-050 7.2% 0-310 0.8% 79% False False 399,167
40 128-210 111-020 17-190 13.9% 0-190 0.5% 89% False False 220,102
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-138
2.618 129-082
1.618 128-172
1.000 128-030
0.618 127-262
HIGH 127-120
0.618 127-032
0.500 127-005
0.382 126-298
LOW 126-210
0.618 126-068
1.000 125-300
1.618 125-158
2.618 124-248
4.250 123-192
Fisher Pivots for day following 24-Dec-2008
Pivot 1 day 3 day
R1 127-005 127-005
PP 126-293 126-293
S1 126-262 126-262

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

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