CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 125-080 126-065 0-305 0.8% 123-295
High 126-105 126-085 -0-020 0.0% 126-080
Low 125-080 125-025 -0-055 -0.1% 123-190
Close 126-105 126-070 -0-035 -0.1% 125-175
Range 1-025 1-060 0-035 10.1% 2-210
ATR 1-020 1-025 0-004 1.3% 0-000
Volume 482,592 316,431 -166,161 -34.4% 1,933,091
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 129-133 129-002 126-279
R3 128-073 127-262 126-174
R2 127-013 127-013 126-140
R1 126-202 126-202 126-105 126-268
PP 125-273 125-273 125-273 125-306
S1 125-142 125-142 126-035 125-208
S2 124-213 124-213 126-000
S3 123-153 124-082 125-286
S4 122-093 123-022 125-181
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
5 126-105 124-040 2-065 1.7% 0-314 0.8% 95% False False 425,017
10 127-195 123-190 4-005 3.2% 1-048 0.9% 65% False False 306,265
20 128-210 123-190 5-020 4.0% 0-307 0.8% 52% False False 281,409
40 128-210 114-190 14-020 11.1% 0-275 0.7% 83% False False 297,308
60 128-210 110-040 18-170 14.7% 0-194 0.5% 87% False False 198,914
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 0-035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-100
2.618 129-120
1.618 128-060
1.000 127-145
0.618 127-000
HIGH 126-085
0.618 125-260
0.500 125-215
0.382 125-170
LOW 125-025
0.618 124-110
1.000 123-285
1.618 123-050
2.618 121-310
4.250 120-010
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 126-012 126-011
PP 125-273 125-272
S1 125-215 125-212

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

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