CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 124-270 125-000 0-050 0.1% 123-295
High 125-200 126-080 0-200 0.5% 126-080
Low 124-205 125-000 0-115 0.3% 123-190
Close 125-100 125-175 0-075 0.2% 125-175
Range 0-315 1-080 0-085 27.0% 2-210
ATR 1-015 1-020 0-005 1.4% 0-000
Volume 372,027 509,890 137,863 37.1% 1,933,091
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 129-112 128-223 126-075
R3 128-032 127-143 125-285
R2 126-272 126-272 125-248
R1 126-063 126-063 125-212 126-168
PP 125-192 125-192 125-192 125-244
S1 124-303 124-303 125-138 125-088
S2 124-112 124-112 125-102
S3 123-032 123-223 125-065
S4 121-272 122-143 124-275
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 133-032 131-313 127-002
R3 130-142 129-103 126-089
R2 127-252 127-252 126-011
R1 126-213 126-213 125-253 127-072
PP 125-042 125-042 125-042 125-131
S1 124-003 124-003 125-097 124-182
S2 122-152 122-152 125-019
S3 119-262 121-113 124-261
S4 117-052 118-223 124-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-080 123-190 2-210 2.1% 0-278 0.7% 74% True False 386,618
10 128-080 123-190 4-210 3.7% 1-015 0.8% 42% False False 232,950
20 128-210 122-280 5-250 4.6% 0-312 0.8% 46% False False 290,134
40 128-210 114-010 14-200 11.6% 0-260 0.6% 79% False False 277,602
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 131-180
2.618 129-167
1.618 128-087
1.000 127-160
0.618 127-007
HIGH 126-080
0.618 125-247
0.500 125-200
0.382 125-153
LOW 125-000
0.618 124-073
1.000 123-240
1.618 122-313
2.618 121-233
4.250 119-220
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 125-200 125-137
PP 125-192 125-098
S1 125-183 125-060

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

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