CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 127-010 125-210 -1-120 -1.1% 125-080
High 127-100 126-240 -0-180 -0.4% 127-140
Low 126-240 125-150 -1-090 -1.0% 125-025
Close 127-005 126-170 -0-155 -0.4% 126-170
Range 0-180 1-090 0-230 127.8% 2-115
ATR 1-016 1-027 0-011 3.4% 0-000
Volume 508,269 454,527 -53,742 -10.6% 2,128,354
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 130-030 129-190 127-076
R3 128-260 128-100 126-283
R2 127-170 127-170 126-245
R1 127-010 127-010 126-208 127-090
PP 126-080 126-080 126-080 126-120
S1 125-240 125-240 126-132 126-000
S2 124-310 124-310 126-095
S3 123-220 124-150 126-057
S4 122-130 123-060 125-264
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 133-137 132-108 127-265
R3 131-022 129-313 127-058
R2 128-227 128-227 126-308
R1 127-198 127-198 126-239 128-052
PP 126-112 126-112 126-112 126-199
S1 125-083 125-083 126-101 125-258
S2 123-317 123-317 126-032
S3 121-202 122-288 125-282
S4 119-087 120-173 125-075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-140 125-025 2-115 1.9% 1-005 0.8% 62% False False 425,670
10 127-140 123-190 3-270 3.0% 0-302 0.7% 76% False False 406,144
20 128-210 123-190 5-020 4.0% 0-296 0.7% 58% False False 287,658
40 128-210 116-310 11-220 9.2% 0-293 0.7% 82% False False 329,021
60 128-210 111-020 17-190 13.9% 0-209 0.5% 88% False False 221,059
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 0-024
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 132-062
2.618 130-033
1.618 128-263
1.000 128-010
0.618 127-173
HIGH 126-240
0.618 126-083
0.500 126-035
0.382 125-307
LOW 125-150
0.618 124-217
1.000 124-060
1.618 123-127
2.618 122-037
4.250 120-008
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 126-125 126-162
PP 126-080 126-153
S1 126-035 126-145

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

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