CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 05-Feb-2009
Day Change Summary
Previous Current
04-Feb-2009 05-Feb-2009 Change Change % Previous Week
Open 122-140 122-065 -0-075 -0.2% 123-150
High 122-140 122-230 0-090 0.2% 124-270
Low 121-200 122-005 0-125 0.3% 122-210
Close 122-035 122-120 0-085 0.2% 122-215
Range 0-260 0-225 -0-035 -13.5% 2-060
ATR 1-015 1-007 -0-008 -2.3% 0-000
Volume 493,337 627,179 133,842 27.1% 2,713,556
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 124-153 124-042 122-244
R3 123-248 123-137 122-182
R2 123-023 123-023 122-161
R1 122-232 122-232 122-141 122-288
PP 122-118 122-118 122-118 122-146
S1 122-007 122-007 122-099 122-062
S2 121-213 121-213 122-079
S3 120-308 121-102 122-058
S4 120-083 120-197 121-316
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
5 123-270 121-200 2-070 1.8% 0-246 0.6% 34% False False 537,535
10 124-270 121-200 3-070 2.6% 0-273 0.7% 23% False False 549,823
20 127-140 121-200 5-260 4.7% 0-306 0.8% 13% False False 510,564
40 128-210 121-200 7-010 5.7% 0-310 0.8% 11% False False 396,397
60 128-210 112-220 15-310 13.0% 0-267 0.7% 61% False False 340,880
Crabel Price Patterns
NR True
NR4 True
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 0-054
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-226
2.618 124-179
1.618 123-274
1.000 123-135
0.618 123-049
HIGH 122-230
0.618 122-144
0.500 122-118
0.382 122-091
LOW 122-005
0.618 121-186
1.000 121-100
1.618 120-281
2.618 120-056
4.250 119-009
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 122-119 122-182
PP 122-118 122-162
S1 122-118 122-141

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

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