CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 30-Dec-2008
Day Change Summary
Previous Current
29-Dec-2008 30-Dec-2008 Change Change % Previous Week
Open 127-150 127-155 0-005 0.0% 127-070
High 128-080 127-195 -0-205 -0.5% 127-120
Low 127-150 126-290 -0-180 -0.4% 126-210
Close 127-240 127-095 -0-145 -0.4% 127-105
Range 0-250 0-225 -0-025 -10.0% 0-230
ATR 0-313 0-310 -0-003 -1.0% 0-000
Volume 32,837 96,299 63,462 193.3% 579,305
Daily Pivots for day following 30-Dec-2008
Classic Woodie Camarilla DeMark
R4 129-122 129-013 127-219
R3 128-217 128-108 127-157
R2 127-312 127-312 127-136
R1 127-203 127-203 127-116 127-145
PP 127-087 127-087 127-087 127-058
S1 126-298 126-298 127-074 126-240
S2 126-182 126-182 127-054
S3 125-277 126-073 127-033
S4 125-052 125-168 126-291
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 1.3% 0-198 0.5% 40% False False 90,903
10 128-210 124-255 3-275 3.0% 0-250 0.6% 65% False False 210,604
20 128-210 122-030 6-180 5.2% 0-294 0.7% 79% False False 353,867
40 128-210 111-200 17-010 13.4% 0-205 0.5% 92% False False 224,143
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-191
2.618 129-144
1.618 128-239
1.000 128-100
0.618 128-014
HIGH 127-195
0.618 127-109
0.500 127-082
0.382 127-056
LOW 126-290
0.618 126-151
1.000 126-065
1.618 125-246
2.618 125-021
4.250 123-294
Fisher Pivots for day following 30-Dec-2008
Pivot 1 day 3 day
R1 127-091 127-182
PP 127-087 127-153
S1 127-082 127-124

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

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