CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 123-015 122-290 -0-045 -0.1% 123-150
High 123-015 123-270 0-255 0.6% 124-270
Low 122-210 122-280 0-070 0.2% 122-210
Close 122-215 123-230 1-015 0.9% 122-215
Range 0-125 0-310 0-185 148.0% 2-060
ATR 1-012 1-015 0-003 0.9% 0-000
Volume 587,778 589,440 1,662 0.3% 2,713,556
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 126-123 126-007 124-080
R3 125-133 125-017 123-315
R2 124-143 124-143 123-287
R1 124-027 124-027 123-258 124-085
PP 123-153 123-153 123-153 123-182
S1 123-037 123-037 123-202 123-095
S2 122-163 122-163 123-173
S3 121-173 122-047 123-145
S4 120-183 121-057 123-060
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% 0-292 0.7% 49% False False 540,941
10 126-120 122-210 3-230 3.0% 0-299 0.8% 29% False False 569,055
20 127-140 122-210 4-250 3.9% 0-300 0.8% 22% False False 487,599
40 128-210 122-095 6-115 5.1% 0-315 0.8% 22% False False 397,890
60 128-210 112-220 15-310 12.9% 0-259 0.7% 69% False False 315,849
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-052
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-308
2.618 126-122
1.618 125-132
1.000 124-260
0.618 124-142
HIGH 123-270
0.618 123-152
0.500 123-115
0.382 123-078
LOW 122-280
0.618 122-088
1.000 121-290
1.618 121-098
2.618 120-108
4.250 118-242
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 123-192 123-183
PP 123-153 123-137
S1 123-115 123-090

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

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