CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 121-225 122-020 0-115 0.3% 122-290
High 121-225 123-080 1-175 1.3% 123-270
Low 121-105 122-020 0-235 0.6% 121-185
Close 121-180 123-030 1-170 1.3% 121-265
Range 0-120 1-060 0-260 216.7% 2-085
ATR 0-311 1-007 0-016 5.3% 0-000
Volume 515,504 364,737 -150,767 -29.2% 2,590,055
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 126-117 125-293 123-239
R3 125-057 124-233 123-134
R2 123-317 123-317 123-100
R1 123-173 123-173 123-065 123-245
PP 122-257 122-257 122-257 122-292
S1 122-113 122-113 122-315 122-185
S2 121-197 121-197 122-280
S3 120-137 121-053 122-246
S4 119-077 119-313 122-141
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
5 123-080 121-105 1-295 1.6% 0-249 0.6% 92% True False 498,182
10 124-270 121-105 3-165 2.9% 0-268 0.7% 50% False False 509,491
20 127-140 121-105 6-035 5.0% 0-291 0.7% 29% False False 510,858
40 128-210 121-105 7-105 6.0% 0-303 0.8% 24% False False 401,669
60 128-210 114-010 14-200 11.9% 0-276 0.7% 62% False False 363,385
80 128-210 110-040 18-170 15.1% 0-214 0.5% 70% False False 272,946
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 0-036
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 128-095
2.618 126-115
1.618 125-055
1.000 124-140
0.618 123-315
HIGH 123-080
0.618 122-255
0.500 122-210
0.382 122-165
LOW 122-020
0.618 121-105
1.000 120-280
1.618 120-045
2.618 118-305
4.250 117-005
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 122-303 122-264
PP 122-257 122-178
S1 122-210 122-092

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

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