CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 121-230 122-200 0-290 0.7% 122-120
High 123-010 122-220 -0-110 -0.3% 123-185
Low 121-225 122-200 0-295 0.8% 121-105
Close 123-010 122-220 -0-110 -0.3% 121-225
Range 1-105 0-020 -1-085 -95.3% 2-080
ATR 1-007 0-313 -0-014 -4.3% 0-000
Volume 286,061 99,794 -186,267 -65.1% 4,303,640
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 122-273 122-267 122-231
R3 122-253 122-247 122-226
R2 122-233 122-233 122-224
R1 122-227 122-227 122-222 122-230
PP 122-213 122-213 122-213 122-215
S1 122-207 122-207 122-218 122-210
S2 122-193 122-193 122-216
S3 122-173 122-187 122-214
S4 122-153 122-167 122-209
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
5 123-010 121-105 1-225 1.4% 0-220 0.6% 80% False False 631,137
10 124-145 121-105 3-040 2.5% 0-252 0.6% 44% False False 698,336
20 124-145 121-105 3-040 2.5% 0-246 0.6% 44% False False 617,412
40 127-140 121-105 6-035 5.0% 0-273 0.7% 22% False False 552,506
60 128-210 121-105 7-105 6.0% 0-292 0.7% 19% False False 471,064
80 128-210 112-220 15-310 13.0% 0-256 0.7% 63% False False 391,240
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 122-305
2.618 122-272
1.618 122-252
1.000 122-240
0.618 122-232
HIGH 122-220
0.618 122-212
0.500 122-210
0.382 122-208
LOW 122-200
0.618 122-188
1.000 122-180
1.618 122-168
2.618 122-148
4.250 122-115
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 122-217 122-178
PP 122-213 122-137
S1 122-210 122-095

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

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