CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
31-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 127-085 126-100 -0-305 -0.7% 127-150
High 127-135 126-265 -0-190 -0.5% 128-080
Low 125-240 124-095 -1-145 -1.2% 124-095
Close 125-240 124-095 -1-145 -1.2% 124-095
Range 1-215 2-170 0-275 51.4% 3-305
ATR 1-006 1-041 0-035 10.6% 0-000
Volume 118,899 115,346 -3,553 -3.0% 363,381
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 132-235 131-015 125-220
R3 130-065 128-165 124-318
R2 127-215 127-215 124-244
R1 125-315 125-315 124-169 125-180
PP 125-045 125-045 125-045 124-298
S1 123-145 123-145 124-021 123-010
S2 122-195 122-195 123-266
S3 120-025 120-295 123-192
S4 117-175 118-125 122-290
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 137-152 134-268 126-151
R3 133-167 130-283 125-123
R2 129-182 129-182 125-007
R1 126-298 126-298 124-211 126-088
PP 125-197 125-197 125-197 125-091
S1 122-313 122-313 123-299 122-102
S2 121-212 121-212 123-183
S3 117-227 119-008 123-067
S4 113-242 115-023 122-039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-080 124-095 3-305 3.2% 1-072 1.0% 0% False True 79,282
10 128-210 124-095 4-115 3.5% 0-290 0.7% 0% False True 169,173
20 128-210 122-095 6-115 5.1% 1-010 0.8% 31% False False 308,181
40 128-210 112-220 15-310 12.8% 0-238 0.6% 73% False False 229,973
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 0-034
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 137-188
2.618 133-146
1.618 130-296
1.000 129-115
0.618 128-126
HIGH 126-265
0.618 125-276
0.500 125-180
0.382 125-084
LOW 124-095
0.618 122-234
1.000 121-245
1.618 120-064
2.618 117-214
4.250 113-172
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 125-180 125-305
PP 125-045 125-128
S1 124-230 124-272

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

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