CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 123-310 124-130 0-140 0.4% 124-240
High 124-230 124-270 0-040 0.1% 126-120
Low 123-210 123-260 0-050 0.1% 123-110
Close 124-230 123-270 -0-280 -0.7% 123-290
Range 1-020 1-010 -0-010 -2.9% 3-010
ATR 1-029 1-028 -0-001 -0.4% 0-000
Volume 490,652 461,231 -29,421 -6.0% 2,387,554
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 127-083 126-187 124-132
R3 126-073 125-177 124-041
R2 125-063 125-063 124-010
R1 124-167 124-167 123-300 124-110
PP 124-053 124-053 124-053 124-025
S1 123-157 123-157 123-240 123-100
S2 123-043 123-043 123-210
S3 122-033 122-147 123-179
S4 121-023 121-137 123-088
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
5 124-270 123-070 1-200 1.3% 0-271 0.7% 38% True False 546,248
10 127-140 123-070 4-070 3.4% 0-310 0.8% 15% False False 526,705
20 127-195 123-070 4-125 3.5% 1-019 0.9% 14% False False 416,485
40 128-210 121-160 7-050 5.8% 1-003 0.8% 33% False False 387,099
60 128-210 111-020 17-190 14.2% 0-246 0.6% 73% False False 286,655
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 0-055
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-072
2.618 127-174
1.618 126-164
1.000 125-280
0.618 125-154
HIGH 124-270
0.618 124-144
0.500 124-105
0.382 124-066
LOW 123-260
0.618 123-056
1.000 122-250
1.618 122-046
2.618 121-036
4.250 119-138
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 124-105 124-010
PP 124-053 123-310
S1 124-002 123-290

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

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