CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 121-180 121-230 0-050 0.1% 122-120
High 121-270 123-010 1-060 1.0% 123-185
Low 121-180 121-225 0-045 0.1% 121-105
Close 121-225 123-010 1-105 1.1% 121-225
Range 0-090 1-105 1-015 372.2% 2-080
ATR 0-319 1-007 0-008 2.4% 0-000
Volume 991,138 286,061 -705,077 -71.1% 4,303,640
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 126-183 126-042 123-244
R3 125-078 124-257 123-127
R2 123-293 123-293 123-088
R1 123-152 123-152 123-049 123-222
PP 122-188 122-188 122-188 122-224
S1 122-047 122-047 122-291 122-118
S2 121-083 121-083 122-252
S3 119-298 120-262 122-213
S4 118-193 119-157 122-096
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 128-305 127-185 122-301
R3 126-225 125-105 122-103
R2 124-145 124-145 122-037
R1 123-025 123-025 121-291 122-205
PP 122-065 122-065 122-065 121-315
S1 120-265 120-265 121-159 120-125
S2 119-305 119-305 121-093
S3 117-225 118-185 121-027
S4 115-145 116-105 120-149
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-185 121-105 2-080 1.8% 0-263 0.7% 76% False False 753,206
10 124-145 121-105 3-040 2.5% 0-262 0.7% 55% False False 739,786
20 124-145 121-105 3-040 2.5% 0-260 0.7% 55% False False 641,895
40 127-140 121-105 6-035 5.0% 0-293 0.7% 28% False False 552,895
60 128-210 121-105 7-105 6.0% 0-297 0.8% 23% False False 478,078
80 128-210 112-220 15-310 13.0% 0-256 0.6% 65% False False 389,997
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 0-023
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 128-216
2.618 126-163
1.618 125-058
1.000 124-115
0.618 123-273
HIGH 123-010
0.618 122-168
0.500 122-118
0.382 122-067
LOW 121-225
0.618 120-282
1.000 120-120
1.618 119-177
2.618 118-072
4.250 116-019
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 122-259 122-239
PP 122-188 122-148
S1 122-118 122-058

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

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