CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 06-Jan-2009
Day Change Summary
Previous Current
05-Jan-2009 06-Jan-2009 Change Change % Previous Week
Open 123-295 123-190 -0-105 -0.3% 127-150
High 124-220 124-170 -0-050 -0.1% 128-080
Low 123-295 123-190 -0-105 -0.3% 124-095
Close 124-055 124-115 0-060 0.2% 124-095
Range 0-245 0-300 0-055 22.4% 3-305
ATR 1-033 1-029 -0-004 -1.1% 0-000
Volume 206,154 400,874 194,720 94.5% 363,381
Daily Pivots for day following 06-Jan-2009
Classic Woodie Camarilla DeMark
R4 126-312 126-193 124-280
R3 126-012 125-213 124-198
R2 125-032 125-032 124-170
R1 124-233 124-233 124-142 124-292
PP 124-052 124-052 124-052 124-081
S1 123-253 123-253 124-088 123-312
S2 123-072 123-072 124-060
S3 122-092 122-273 124-032
S4 121-112 121-293 123-270
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
5 127-195 123-190 4-005 3.2% 1-103 1.1% 19% False True 187,514
10 128-080 123-190 4-210 3.7% 0-298 0.7% 16% False True 154,971
20 128-210 122-095 6-115 5.1% 0-318 0.8% 32% False False 288,609
40 128-210 112-220 15-310 12.8% 0-249 0.6% 73% False False 244,976
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-165
2.618 126-315
1.618 126-015
1.000 125-150
0.618 125-035
HIGH 124-170
0.618 124-055
0.500 124-020
0.382 123-305
LOW 123-190
0.618 123-005
1.000 122-210
1.618 122-025
2.618 121-045
4.250 119-195
Fisher Pivots for day following 06-Jan-2009
Pivot 1 day 3 day
R1 124-083 125-068
PP 124-052 124-297
S1 124-020 124-206

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

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