CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 122-120 121-225 -0-215 -0.5% 122-290
High 122-125 121-225 -0-220 -0.6% 123-270
Low 121-185 121-105 -0-080 -0.2% 121-185
Close 121-265 121-180 -0-085 -0.2% 121-265
Range 0-260 0-120 -0-140 -53.8% 2-085
ATR 1-002 0-311 -0-012 -3.6% 0-000
Volume 490,156 515,504 25,348 5.2% 2,590,055
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 122-210 122-155 121-246
R3 122-090 122-035 121-213
R2 121-290 121-290 121-202
R1 121-235 121-235 121-191 121-202
PP 121-170 121-170 121-170 121-154
S1 121-115 121-115 121-169 121-082
S2 121-050 121-050 121-158
S3 120-250 120-315 121-147
S4 120-130 120-195 121-114
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 129-068 127-252 123-024
R3 126-303 125-167 122-144
R2 124-218 124-218 122-078
R1 123-082 123-082 122-011 122-268
PP 122-133 122-133 122-133 122-066
S1 120-317 120-317 121-199 120-182
S2 120-048 120-048 121-132
S3 117-283 118-232 121-066
S4 115-198 116-147 120-186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-165 121-105 2-060 1.8% 0-235 0.6% 11% False True 503,223
10 124-270 121-105 3-165 2.9% 0-264 0.7% 7% False True 522,082
20 127-140 121-105 6-035 5.0% 0-290 0.7% 4% False True 516,751
40 128-210 121-105 7-105 6.0% 0-300 0.8% 3% False True 403,443
60 128-210 114-010 14-200 12.0% 0-270 0.7% 51% False False 357,318
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 0-046
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 123-095
2.618 122-219
1.618 122-099
1.000 122-025
0.618 121-299
HIGH 121-225
0.618 121-179
0.500 121-165
0.382 121-151
LOW 121-105
0.618 121-031
1.000 120-305
1.618 120-231
2.618 120-111
4.250 119-235
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 121-175 122-008
PP 121-170 121-278
S1 121-165 121-229

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

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