CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 122-020 123-055 1-035 0.9% 122-290
High 123-080 123-290 0-210 0.5% 123-270
Low 122-020 123-055 1-035 0.9% 121-185
Close 123-030 123-215 0-185 0.5% 121-265
Range 1-060 0-235 -0-145 -38.2% 2-085
ATR 1-007 1-002 -0-005 -1.5% 0-000
Volume 364,737 740,724 375,987 103.1% 2,590,055
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 125-252 125-148 124-024
R3 125-017 124-233 123-280
R2 124-102 124-102 123-258
R1 123-318 123-318 123-237 124-050
PP 123-187 123-187 123-187 123-212
S1 123-083 123-083 123-193 123-135
S2 122-272 122-272 123-172
S3 122-037 122-168 123-150
S4 121-122 121-253 123-086
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
5 123-290 121-105 2-185 2.1% 0-244 0.6% 91% True False 547,660
10 123-290 121-105 2-185 2.1% 0-258 0.7% 91% True False 537,440
20 127-140 121-105 6-035 4.9% 0-284 0.7% 38% False False 532,073
40 128-210 121-105 7-105 5.9% 0-296 0.7% 32% False False 406,741
60 128-210 114-190 14-020 11.4% 0-278 0.7% 65% False False 375,563
80 128-210 110-040 18-170 15.0% 0-217 0.5% 73% False False 282,203
Crabel Price Patterns
NR True
NR4 False
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-009
2.618 125-265
1.618 125-030
1.000 124-205
0.618 124-115
HIGH 123-290
0.618 123-200
0.500 123-172
0.382 123-145
LOW 123-055
0.618 122-230
1.000 122-140
1.618 121-315
2.618 121-080
4.250 120-016
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 123-201 123-102
PP 123-187 122-310
S1 123-172 122-198

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

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