CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 12-Feb-2009
Day Change Summary
Previous Current
11-Feb-2009 12-Feb-2009 Change Change % Previous Week
Open 123-055 123-270 0-215 0.5% 122-290
High 123-290 124-090 0-120 0.3% 123-270
Low 123-055 123-200 0-145 0.4% 121-185
Close 123-215 124-050 0-155 0.4% 121-265
Range 0-235 0-210 -0-025 -10.6% 2-085
ATR 1-002 0-314 -0-008 -2.5% 0-000
Volume 740,724 574,587 -166,137 -22.4% 2,590,055
Daily Pivots for day following 12-Feb-2009
Classic Woodie Camarilla DeMark
R4 125-317 125-233 124-166
R3 125-107 125-023 124-108
R2 124-217 124-217 124-088
R1 124-133 124-133 124-069 124-175
PP 124-007 124-007 124-007 124-028
S1 123-243 123-243 124-031 123-285
S2 123-117 123-117 124-012
S3 122-227 123-033 123-312
S4 122-017 122-143 123-254
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
5 124-090 121-105 2-305 2.4% 0-241 0.6% 96% True False 537,141
10 124-090 121-105 2-305 2.4% 0-244 0.6% 96% True False 537,338
20 127-100 121-105 5-315 4.8% 0-279 0.7% 47% False False 542,475
40 128-210 121-105 7-105 5.9% 0-296 0.7% 39% False False 407,211
60 128-210 115-070 13-140 10.8% 0-281 0.7% 67% False False 384,771
80 128-210 110-230 17-300 14.4% 0-219 0.6% 75% False False 289,379
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 0-018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-022
2.618 126-000
1.618 125-110
1.000 124-300
0.618 124-220
HIGH 124-090
0.618 124-010
0.500 123-305
0.382 123-280
LOW 123-200
0.618 123-070
1.000 122-310
1.618 122-180
2.618 121-290
4.250 120-268
Fisher Pivots for day following 12-Feb-2009
Pivot 1 day 3 day
R1 124-028 123-265
PP 124-007 123-160
S1 123-305 123-055

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

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