CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 26-Dec-2008
Day Change Summary
Previous Current
24-Dec-2008 26-Dec-2008 Change Change % Previous Week
Open 127-120 126-285 -0-155 -0.4% 127-070
High 127-120 127-105 -0-015 0.0% 127-120
Low 126-210 126-285 0-075 0.2% 126-210
Close 126-230 127-105 0-195 0.5% 127-105
Range 0-230 0-140 -0-090 -39.1% 0-230
ATR 1-004 0-315 -0-009 -2.8% 0-000
Volume 137,651 33,032 -104,619 -76.0% 579,305
Daily Pivots for day following 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 128-158 128-112 127-182
R3 128-018 127-292 127-144
R2 127-198 127-198 127-131
R1 127-152 127-152 127-118 127-175
PP 127-058 127-058 127-058 127-070
S1 127-012 127-012 127-092 127-035
S2 126-238 126-238 127-079
S3 126-098 126-192 127-066
S4 125-278 126-052 127-028
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 129-088 129-007 127-232
R3 128-178 128-097 127-168
R2 127-268 127-268 127-147
R1 127-187 127-187 127-126 127-228
PP 127-038 127-038 127-038 127-059
S1 126-277 126-277 127-084 126-318
S2 126-128 126-128 127-063
S3 125-218 126-047 127-042
S4 124-308 125-137 126-298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-240 126-210 1-030 0.9% 0-171 0.4% 61% False False 180,122
10 128-210 122-280 5-250 4.5% 0-274 0.7% 77% False False 307,053
20 128-210 120-220 7-310 6.3% 0-302 0.7% 83% False False 374,359
40 128-210 111-020 17-190 13.8% 0-193 0.5% 92% False False 220,922
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-060
2.618 128-152
1.618 128-012
1.000 127-245
0.618 127-192
HIGH 127-105
0.618 127-052
0.500 127-035
0.382 127-018
LOW 126-285
0.618 126-198
1.000 126-145
1.618 126-058
2.618 125-238
4.250 125-010
Fisher Pivots for day following 26-Dec-2008
Pivot 1 day 3 day
R1 127-082 127-072
PP 127-058 127-038
S1 127-035 127-005

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

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