CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 125-210 124-240 -0-290 -0.7% 125-080
High 126-240 126-120 -0-120 -0.3% 127-140
Low 125-150 124-240 -0-230 -0.6% 125-025
Close 126-170 126-085 -0-085 -0.2% 126-170
Range 1-090 1-200 0-110 26.8% 2-115
ATR 1-027 1-043 0-016 4.6% 0-000
Volume 454,527 513,810 59,283 13.0% 2,128,354
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 130-215 130-030 127-051
R3 129-015 128-150 126-228
R2 127-135 127-135 126-180
R1 126-270 126-270 126-133 127-042
PP 125-255 125-255 125-255 125-301
S1 125-070 125-070 126-037 125-162
S2 124-055 124-055 125-310
S3 122-175 123-190 125-262
S4 120-295 121-310 125-119
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
5 127-140 124-240 2-220 2.1% 1-040 0.9% 56% False True 431,914
10 127-140 123-190 3-270 3.0% 1-009 0.8% 70% False False 436,910
20 128-080 123-190 4-210 3.7% 0-310 0.8% 57% False False 291,962
40 128-210 117-080 11-130 9.0% 0-306 0.8% 79% False False 340,239
60 128-210 111-020 17-190 13.9% 0-218 0.5% 86% False False 229,621
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 11 trading days
Fibonacci Retracements and Extensions
4.250 133-090
2.618 130-201
1.618 129-001
1.000 128-000
0.618 127-121
HIGH 126-120
0.618 125-241
0.500 125-180
0.382 125-119
LOW 124-240
0.618 123-239
1.000 123-040
1.618 122-039
2.618 120-159
4.250 117-270
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 126-010 126-060
PP 125-255 126-035
S1 125-180 126-010

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

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