CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 02-Jan-2009

Day Change Summary
	Previous	Current
	31-Dec-2008	02-Jan-2009	Change	Change %	Previous Week
Open	127-085	126-100	-0-305	-0.7%	127-150
High	127-135	126-265	-0-190	-0.5%	128-080
Low	125-240	124-095	-1-145	-1.2%	124-095
Close	125-240	124-095	-1-145	-1.2%	124-095
Range	1-215	2-170	0-275	51.4%	3-305
ATR	1-006	1-041	0-035	10.6%	0-000
Volume	118,899	115,346	-3,553	-3.0%	363,381

Daily Pivots for day following 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	132-235	131-015	125-220
R3	130-065	128-165	124-318
R2	127-215	127-215	124-244
R1	125-315	125-315	124-169	125-180
PP	125-045	125-045	125-045	124-298
S1	123-145	123-145	124-021	123-010
S2	122-195	122-195	123-266
S3	120-025	120-295	123-192
S4	117-175	118-125	122-290

Weekly Pivots for week ending 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	137-152	134-268	126-151
R3	133-167	130-283	125-123
R2	129-182	129-182	125-007
R1	126-298	126-298	124-211	126-088
PP	125-197	125-197	125-197	125-091
S1	122-313	122-313	123-299	122-102
S2	121-212	121-212	123-183
S3	117-227	119-008	123-067
S4	113-242	115-023	122-039

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-080	124-095	3-305	3.2%	1-072	1.0%	0%	False	True	79,282
10	128-210	124-095	4-115	3.5%	0-290	0.7%	0%	False	True	169,173
20	128-210	122-095	6-115	5.1%	1-010	0.8%	31%	False	False	308,181
40	128-210	112-220	15-310	12.8%	0-238	0.6%	73%	False	False	229,973

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	0-034
Widest range in 55 trading days

Fibonacci Retracements and Extensions
4.250	137-188
2.618	133-146
1.618	130-296
1.000	129-115
0.618	128-126
HIGH	126-265
0.618	125-276
0.500	125-180
0.382	125-084
LOW	124-095
0.618	122-234
1.000	121-245
1.618	120-064
2.618	117-214
4.250	113-172

Fisher Pivots for day following 02-Jan-2009
Pivot	1 day	3 day
R1	125-180	125-305
PP	125-045	125-128
S1	124-230	124-272

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols