CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 05-Jan-2009
Day Change Summary
Previous Current
02-Jan-2009 05-Jan-2009 Change Change % Previous Week
Open 126-100 123-295 -2-125 -1.9% 127-150
High 126-265 124-220 -2-045 -1.7% 128-080
Low 124-095 123-295 -0-120 -0.3% 124-095
Close 124-095 124-055 -0-040 -0.1% 124-095
Range 2-170 0-245 -1-245 -69.8% 3-305
ATR 1-041 1-033 -0-008 -2.3% 0-000
Volume 115,346 206,154 90,808 78.7% 363,381
Daily Pivots for day following 05-Jan-2009
Classic Woodie Camarilla DeMark
R4 126-178 126-042 124-190
R3 125-253 125-117 124-122
R2 125-008 125-008 124-100
R1 124-192 124-192 124-077 124-260
PP 124-083 124-083 124-083 124-118
S1 123-267 123-267 124-033 124-015
S2 123-158 123-158 124-010
S3 122-233 123-022 123-308
S4 121-308 122-097 123-240
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
5 128-080 123-295 4-105 3.5% 1-093 1.0% 6% False True 113,907
10 128-080 123-295 4-105 3.5% 0-292 0.7% 6% False True 147,014
20 128-210 122-095 6-115 5.1% 1-008 0.8% 29% False False 292,887
40 128-210 112-220 15-310 12.9% 0-242 0.6% 72% False False 235,054
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 0-026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-301
2.618 126-221
1.618 125-296
1.000 125-145
0.618 125-051
HIGH 124-220
0.618 124-126
0.500 124-098
0.382 124-069
LOW 123-295
0.618 123-144
1.000 123-050
1.618 122-219
2.618 121-294
4.250 120-214
Fisher Pivots for day following 05-Jan-2009
Pivot 1 day 3 day
R1 124-098 125-215
PP 124-083 125-055
S1 124-069 124-215

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

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