CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 123-185 123-015 -0-170 -0.4% 123-150
High 123-290 123-015 -0-275 -0.7% 124-270
Low 122-255 122-210 -0-045 -0.1% 122-210
Close 122-265 122-215 -0-050 -0.1% 122-215
Range 1-035 0-125 -0-230 -64.8% 2-060
ATR 1-028 1-012 -0-016 -4.6% 0-000
Volume 575,605 587,778 12,173 2.1% 2,713,556
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 123-308 123-227 122-284
R3 123-183 123-102 122-249
R2 123-058 123-058 122-238
R1 122-297 122-297 122-226 122-275
PP 122-253 122-253 122-253 122-242
S1 122-172 122-172 122-204 122-150
S2 122-128 122-128 122-192
S3 122-003 122-047 122-181
S4 121-198 121-242 122-146
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 129-305 128-160 123-280
R3 127-245 126-100 123-088
R2 125-185 125-185 123-023
R1 124-040 124-040 122-279 123-242
PP 123-125 123-125 123-125 123-066
S1 121-300 121-300 122-151 121-182
S2 121-065 121-065 122-087
S3 119-005 119-240 122-022
S4 116-265 117-180 121-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-270 122-210 2-060 1.8% 0-276 0.7% 1% False True 542,711
10 126-240 122-210 4-030 3.3% 0-309 0.8% 0% False True 555,563
20 127-140 122-210 4-250 3.9% 1-005 0.8% 0% False True 463,895
40 128-210 122-095 6-115 5.2% 0-315 0.8% 6% False False 396,169
60 128-210 112-220 15-310 13.0% 0-254 0.6% 63% False False 306,031
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-056
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 124-226
2.618 124-022
1.618 123-217
1.000 123-140
0.618 123-092
HIGH 123-015
0.618 122-287
0.500 122-272
0.382 122-258
LOW 122-210
0.618 122-133
1.000 122-085
1.618 122-008
2.618 121-203
4.250 120-319
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 122-272 123-240
PP 122-253 123-125
S1 122-234 123-010

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

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