CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 124-160 124-270 0-110 0.3% 127-150
High 124-170 125-200 1-030 0.9% 128-080
Low 124-040 124-205 0-165 0.4% 124-095
Close 124-155 125-100 0-265 0.7% 124-095
Range 0-130 0-315 0-185 142.3% 3-305
ATR 1-013 1-015 0-002 0.7% 0-000
Volume 444,146 372,027 -72,119 -16.2% 363,381
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 128-047 127-228 125-273
R3 127-052 126-233 125-187
R2 126-057 126-057 125-158
R1 125-238 125-238 125-129 125-308
PP 125-062 125-062 125-062 125-096
S1 124-243 124-243 125-071 124-312
S2 124-067 124-067 125-042
S3 123-072 123-248 125-013
S4 122-077 122-253 124-247
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
5 126-265 123-190 3-075 2.6% 1-040 0.9% 53% False False 307,709
10 128-080 123-190 4-210 3.7% 0-318 0.8% 37% False False 195,726
20 128-210 122-095 6-115 5.1% 0-311 0.8% 47% False False 282,861
40 128-210 113-230 14-300 11.9% 0-250 0.6% 78% False False 264,967
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-033
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129-259
2.618 128-065
1.618 127-070
1.000 126-195
0.618 126-075
HIGH 125-200
0.618 125-080
0.500 125-042
0.382 125-005
LOW 124-205
0.618 124-010
1.000 123-210
1.618 123-015
2.618 122-020
4.250 120-146
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 125-081 125-025
PP 125-062 124-270
S1 125-042 124-195

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

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