CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 05-Jan-2009

Day Change Summary
	Previous	Current
	02-Jan-2009	05-Jan-2009	Change	Change %	Previous Week
Open	126-100	123-295	-2-125	-1.9%	127-150
High	126-265	124-220	-2-045	-1.7%	128-080
Low	124-095	123-295	-0-120	-0.3%	124-095
Close	124-095	124-055	-0-040	-0.1%	124-095
Range	2-170	0-245	-1-245	-69.8%	3-305
ATR	1-041	1-033	-0-008	-2.3%	0-000
Volume	115,346	206,154	90,808	78.7%	363,381

Daily Pivots for day following 05-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-178	126-042	124-190
R3	125-253	125-117	124-122
R2	125-008	125-008	124-100
R1	124-192	124-192	124-077	124-260
PP	124-083	124-083	124-083	124-118
S1	123-267	123-267	124-033	124-015
S2	123-158	123-158	124-010
S3	122-233	123-022	123-308
S4	121-308	122-097	123-240

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	123-295	4-105	3.5%	1-093	1.0%	6%	False	True	113,907
10	128-080	123-295	4-105	3.5%	0-292	0.7%	6%	False	True	147,014
20	128-210	122-095	6-115	5.1%	1-008	0.8%	29%	False	False	292,887
40	128-210	112-220	15-310	12.9%	0-242	0.6%	72%	False	False	235,054

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	0-026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-301
2.618	126-221
1.618	125-296
1.000	125-145
0.618	125-051
HIGH	124-220
0.618	124-126
0.500	124-098
0.382	124-069
LOW	123-295
0.618	123-144
1.000	123-050
1.618	122-219
2.618	121-294
4.250	120-214

Fisher Pivots for day following 05-Jan-2009
Pivot	1 day	3 day
R1	124-098	125-215
PP	124-083	125-055
S1	124-069	124-215

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