CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary
Previous Current
30-Dec-2008 31-Dec-2008 Change Change % Previous Week
Open 127-155 127-085 -0-070 -0.2% 127-070
High 127-195 127-135 -0-060 -0.1% 127-120
Low 126-290 125-240 -1-050 -0.9% 126-210
Close 127-095 125-240 -1-175 -1.2% 127-105
Range 0-225 1-215 0-310 137.8% 0-230
ATR 0-310 1-006 0-016 5.2% 0-000
Volume 96,299 118,899 22,600 23.5% 579,305
Daily Pivots for day following 31-Dec-2008
Classic Woodie Camarilla DeMark
R4 131-103 130-067 126-214
R3 129-208 128-172 126-067
R2 127-313 127-313 126-018
R1 126-277 126-277 125-289 126-188
PP 126-098 126-098 126-098 126-054
S1 125-062 125-062 125-191 124-292
S2 124-203 124-203 125-142
S3 122-308 123-167 125-093
S4 121-093 121-272 124-266
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
5 128-080 125-240 2-160 2.0% 0-276 0.7% 0% False True 83,743
10 128-210 125-240 2-290 2.3% 0-240 0.6% 0% False True 194,765
20 128-210 122-095 6-115 5.1% 0-306 0.8% 54% False False 328,443
40 128-210 112-220 15-310 12.7% 0-218 0.5% 82% False False 227,100
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 0-018
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 134-169
2.618 131-256
1.618 130-041
1.000 129-030
0.618 128-146
HIGH 127-135
0.618 126-251
0.500 126-188
0.382 126-124
LOW 125-240
0.618 124-229
1.000 124-025
1.618 123-014
2.618 121-119
4.250 118-206
Fisher Pivots for day following 31-Dec-2008
Pivot 1 day 3 day
R1 126-188 127-000
PP 126-098 126-187
S1 126-009 126-053

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

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