CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
26-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 126-285 127-150 0-185 0.5% 127-070
High 127-105 128-080 0-295 0.7% 127-120
Low 126-285 127-150 0-185 0.5% 126-210
Close 127-105 127-240 0-135 0.3% 127-105
Range 0-140 0-250 0-110 78.6% 0-230
ATR 0-315 0-313 -0-001 -0.4% 0-000
Volume 33,032 32,837 -195 -0.6% 579,305
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 130-053 129-237 128-058
R3 129-123 128-307 127-309
R2 128-193 128-193 127-286
R1 128-057 128-057 127-263 128-125
PP 127-263 127-263 127-263 127-298
S1 127-127 127-127 127-217 127-195
S2 127-013 127-013 127-194
S3 126-083 126-197 127-171
S4 125-153 125-267 127-102
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
5 128-080 126-210 1-190 1.2% 0-172 0.4% 69% True False 122,428
10 128-210 124-200 4-010 3.2% 0-246 0.6% 78% False False 256,552
20 128-210 121-160 7-050 5.6% 0-307 0.8% 87% False False 357,713
40 128-210 111-020 17-190 13.8% 0-199 0.5% 95% False False 221,739
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 131-182
2.618 130-094
1.618 129-164
1.000 129-010
0.618 128-234
HIGH 128-080
0.618 127-304
0.500 127-275
0.382 127-246
LOW 127-150
0.618 126-316
1.000 126-220
1.618 126-066
2.618 125-136
4.250 124-048
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 127-275 127-208
PP 127-263 127-177
S1 127-252 127-145

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

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