CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 125-000 125-080 0-080 0.2% 123-295
High 126-080 126-105 0-025 0.1% 126-080
Low 125-000 125-080 0-080 0.2% 123-190
Close 125-175 126-105 0-250 0.6% 125-175
Range 1-080 1-025 -0-055 -13.8% 2-210
ATR 1-020 1-020 0-000 0.1% 0-000
Volume 509,890 482,592 -27,298 -5.4% 1,933,091
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 129-065 128-270 126-295
R3 128-040 127-245 126-200
R2 127-015 127-015 126-168
R1 126-220 126-220 126-137 126-278
PP 125-310 125-310 125-310 126-019
S1 125-195 125-195 126-073 125-252
S2 124-285 124-285 126-042
S3 123-260 124-170 126-010
S4 122-235 123-145 125-235
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 133-032 131-313 127-002
R3 130-142 129-103 126-089
R2 127-252 127-252 126-011
R1 126-213 126-213 125-253 127-072
PP 125-042 125-042 125-042 125-131
S1 124-003 124-003 125-097 124-182
S2 122-152 122-152 125-019
S3 119-262 121-113 124-261
S4 117-052 118-223 124-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-105 123-190 2-235 2.2% 0-298 0.7% 100% True False 441,905
10 128-080 123-190 4-210 3.7% 1-036 0.9% 59% False False 277,906
20 128-210 122-280 5-250 4.6% 0-315 0.8% 60% False False 292,479
40 128-210 114-010 14-200 11.6% 0-269 0.7% 84% False False 289,649
60 128-210 110-040 18-170 14.7% 0-188 0.5% 87% False False 193,641
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 0-033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-291
2.618 129-048
1.618 128-023
1.000 127-130
0.618 126-318
HIGH 126-105
0.618 125-293
0.500 125-252
0.382 125-212
LOW 125-080
0.618 124-187
1.000 124-055
1.618 123-162
2.618 122-137
4.250 120-214
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 126-048 126-015
PP 125-310 125-245
S1 125-252 125-155

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

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