CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 124-130 123-185 -0-265 -0.7% 124-240
High 124-270 123-290 -0-300 -0.8% 126-120
Low 123-260 122-255 -1-005 -0.8% 123-110
Close 123-270 122-265 -1-005 -0.8% 123-290
Range 1-010 1-035 0-025 7.6% 3-010
ATR 1-028 1-028 0-001 0.1% 0-000
Volume 461,231 575,605 114,374 24.8% 2,387,554
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 126-162 125-248 123-140
R3 125-127 124-213 123-043
R2 124-092 124-092 123-010
R1 123-178 123-178 122-298 123-118
PP 123-057 123-057 123-057 123-026
S1 122-143 122-143 122-232 122-082
S2 122-022 122-022 122-200
S3 120-307 121-108 122-167
S4 119-272 120-073 122-070
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
5 124-270 122-255 2-015 1.7% 0-300 0.8% 2% False True 562,112
10 127-100 122-255 4-165 3.7% 0-314 0.8% 1% False True 547,612
20 127-140 122-255 4-205 3.8% 1-026 0.9% 1% False True 440,451
40 128-210 122-030 6-180 5.3% 1-000 0.8% 11% False False 397,159
60 128-210 111-200 17-010 13.9% 0-252 0.6% 66% False False 296,246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-066
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 128-199
2.618 126-259
1.618 125-224
1.000 125-005
0.618 124-189
HIGH 123-290
0.618 123-154
0.500 123-112
0.382 123-071
LOW 122-255
0.618 122-036
1.000 121-220
1.618 121-001
2.618 119-286
4.250 118-026
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 123-112 123-262
PP 123-057 123-157
S1 123-001 123-051

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

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