CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 124-035 123-150 -0-205 -0.5% 124-240
High 124-035 123-300 -0-055 -0.1% 126-120
Low 123-110 123-070 -0-040 -0.1% 123-110
Close 123-290 123-210 -0-080 -0.2% 123-290
Range 0-245 0-230 -0-015 -6.1% 3-010
ATR 1-039 1-030 -0-009 -2.6% 0-000
Volume 684,783 598,290 -86,493 -12.6% 2,387,554
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 125-243 125-137 124-016
R3 125-013 124-227 123-273
R2 124-103 124-103 123-252
R1 123-317 123-317 123-231 124-050
PP 123-193 123-193 123-193 123-220
S1 123-087 123-087 123-189 123-140
S2 122-283 122-283 123-168
S3 122-053 122-177 123-147
S4 121-143 121-267 123-084
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 133-203 131-257 125-184
R3 130-193 128-247 124-237
R2 127-183 127-183 124-148
R1 125-237 125-237 124-059 125-045
PP 124-173 124-173 124-173 124-078
S1 122-227 122-227 123-201 122-035
S2 121-163 121-163 123-112
S3 118-153 119-217 123-023
S4 115-143 116-207 122-076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-120 123-070 3-050 2.6% 0-306 0.8% 14% False True 597,168
10 127-140 123-070 4-070 3.4% 0-316 0.8% 10% False True 511,419
20 128-080 123-070 5-010 4.1% 1-005 0.8% 9% False True 372,185
40 128-210 119-160 9-050 7.4% 0-317 0.8% 45% False False 385,676
60 128-210 111-020 17-190 14.2% 0-235 0.6% 72% False False 270,796
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-318
2.618 125-262
1.618 125-032
1.000 124-210
0.618 124-122
HIGH 123-300
0.618 123-212
0.500 123-185
0.382 123-158
LOW 123-070
0.618 122-248
1.000 122-160
1.618 122-018
2.618 121-108
4.250 120-052
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 123-202 123-270
PP 123-193 123-250
S1 123-185 123-230

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

View Archives - Comment on this page... - Back to Index of Symbols