CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 25-Feb-2009
Day Change Summary
Previous Current
24-Feb-2009 25-Feb-2009 Change Change % Previous Week
Open 123-125 122-245 -0-200 -0.5% 124-020
High 123-185 122-290 -0-215 -0.5% 124-145
Low 122-270 121-200 -1-070 -1.0% 122-080
Close 122-275 121-200 -1-075 -1.0% 123-100
Range 0-235 1-090 0-175 74.5% 2-065
ATR 1-026 1-031 0-005 1.3% 0-000
Volume 710,141 778,143 68,002 9.6% 2,808,165
Daily Pivots for day following 25-Feb-2009
Classic Woodie Camarilla DeMark
R4 125-287 125-013 122-106
R3 124-197 123-243 121-313
R2 123-107 123-107 121-275
R1 122-153 122-153 121-238 122-085
PP 122-017 122-017 122-017 121-302
S1 121-063 121-063 121-162 120-315
S2 120-247 120-247 121-125
S3 119-157 119-293 121-087
S4 118-067 118-203 120-294
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 129-303 128-267 124-168
R3 127-238 126-202 123-294
R2 125-173 125-173 123-229
R1 124-137 124-137 123-165 123-282
PP 123-108 123-108 123-108 123-021
S1 122-072 122-072 123-035 121-218
S2 121-043 121-043 122-291
S3 118-298 120-007 122-226
S4 116-233 117-262 122-032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-020 121-200 2-140 2.0% 0-301 0.8% 0% False True 783,387
10 124-145 121-200 2-265 2.3% 0-268 0.7% 0% False True 708,986
20 124-270 121-105 3-165 2.9% 0-268 0.7% 8% False False 609,238
40 128-080 121-105 6-295 5.7% 0-301 0.8% 4% False False 502,152
60 128-210 120-220 7-310 6.6% 0-301 0.8% 12% False False 459,554
80 128-210 111-020 17-190 14.5% 0-247 0.6% 60% False False 361,537
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 0-030
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 128-112
2.618 126-083
1.618 124-313
1.000 124-060
0.618 123-223
HIGH 122-290
0.618 122-133
0.500 122-085
0.382 122-037
LOW 121-200
0.618 120-267
1.000 120-110
1.618 119-177
2.618 118-087
4.250 116-058
Fisher Pivots for day following 25-Feb-2009
Pivot 1 day 3 day
R1 122-085 122-192
PP 122-017 122-088
S1 121-268 121-304

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

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