CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 126-065 126-150 0-085 0.2% 123-295
High 126-085 127-140 1-055 0.9% 126-080
Low 125-025 126-150 1-125 1.1% 123-190
Close 126-070 126-310 0-240 0.6% 125-175
Range 1-060 0-310 -0-070 -18.4% 2-210
ATR 1-025 1-028 0-003 0.9% 0-000
Volume 316,431 366,535 50,104 15.8% 1,933,091
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 129-277 129-123 127-160
R3 128-287 128-133 127-075
R2 127-297 127-297 127-047
R1 127-143 127-143 127-018 127-220
PP 126-307 126-307 126-307 127-025
S1 126-153 126-153 126-282 126-230
S2 125-317 125-317 126-253
S3 125-007 125-163 126-225
S4 124-017 124-173 126-140
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
5 127-140 124-205 2-255 2.2% 1-030 0.9% 83% True False 409,495
10 127-140 123-190 3-270 3.0% 1-057 0.9% 88% True False 333,289
20 128-210 123-190 5-020 4.0% 0-314 0.8% 67% False False 271,947
40 128-210 115-070 13-140 10.6% 0-282 0.7% 87% False False 305,919
60 128-210 110-230 17-300 14.1% 0-199 0.5% 91% False False 205,014
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-031
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 131-178
2.618 129-312
1.618 129-002
1.000 128-130
0.618 128-012
HIGH 127-140
0.618 127-022
0.500 126-305
0.382 126-268
LOW 126-150
0.618 125-278
1.000 125-160
1.618 124-288
2.618 123-298
4.250 122-112
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 126-308 126-234
PP 126-307 126-158
S1 126-305 126-082

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

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