CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 123-190 124-160 0-290 0.7% 127-150
High 124-170 124-170 0-000 0.0% 128-080
Low 123-190 124-040 0-170 0.4% 124-095
Close 124-115 124-155 0-040 0.1% 124-095
Range 0-300 0-130 -0-170 -56.7% 3-305
ATR 1-029 1-013 -0-016 -4.5% 0-000
Volume 400,874 444,146 43,272 10.8% 363,381
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 125-192 125-143 124-226
R3 125-062 125-013 124-191
R2 124-252 124-252 124-179
R1 124-203 124-203 124-167 124-162
PP 124-122 124-122 124-122 124-101
S1 124-073 124-073 124-143 124-032
S2 123-312 123-312 124-131
S3 123-182 123-263 124-119
S4 123-052 123-133 124-084
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
5 127-135 123-190 3-265 3.1% 1-084 1.0% 23% False False 257,083
10 128-080 123-190 4-210 3.7% 0-301 0.8% 19% False False 173,993
20 128-210 122-095 6-115 5.1% 0-314 0.8% 34% False False 282,230
40 128-210 112-220 15-310 12.8% 0-247 0.6% 74% False False 256,038
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 126-082
2.618 125-190
1.618 125-060
1.000 124-300
0.618 124-250
HIGH 124-170
0.618 124-120
0.500 124-105
0.382 124-090
LOW 124-040
0.618 123-280
1.000 123-230
1.618 123-150
2.618 123-020
4.250 122-128
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 124-138 124-118
PP 124-122 124-082
S1 124-105 124-045

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

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