CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 124-020 124-140 0-120 0.3% 121-225
High 124-140 124-145 0-005 0.0% 124-090
Low 124-015 123-140 -0-195 -0.5% 121-105
Close 124-140 123-215 -0-245 -0.6% 122-225
Range 0-125 1-005 0-200 160.0% 2-305
ATR 1-022 1-021 -0-001 -0.4% 0-000
Volume 514,292 688,889 174,597 33.9% 2,849,983
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 126-288 126-097 124-074
R3 125-283 125-092 123-304
R2 124-278 124-278 123-275
R1 124-087 124-087 123-245 124-020
PP 123-273 123-273 123-273 123-240
S1 123-082 123-082 123-185 123-015
S2 122-268 122-268 123-155
S3 121-263 122-077 123-126
S4 120-258 121-072 123-036
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 131-202 130-038 124-105
R3 128-217 127-053 123-165
R2 125-232 125-232 123-078
R1 124-068 124-068 122-312 124-310
PP 122-247 122-247 122-247 123-048
S1 121-083 121-083 122-138 122-005
S2 119-262 119-262 122-052
S3 116-277 118-098 121-285
S4 113-292 115-113 121-025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-145 122-215 1-250 1.4% 0-234 0.6% 56% True False 634,584
10 124-145 121-105 3-040 2.5% 0-242 0.6% 75% True False 566,383
20 125-240 121-105 4-135 3.6% 0-260 0.7% 53% False False 561,525
40 128-080 121-105 6-295 5.6% 0-285 0.7% 34% False False 426,744
60 128-210 117-080 11-130 9.2% 0-290 0.7% 56% False False 414,001
80 128-210 111-020 17-190 14.2% 0-228 0.6% 72% False False 312,597
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 128-246
2.618 127-036
1.618 126-031
1.000 125-150
0.618 125-026
HIGH 124-145
0.618 124-021
0.500 123-302
0.382 123-264
LOW 123-140
0.618 122-259
1.000 122-135
1.618 121-254
2.618 120-249
4.250 119-039
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 123-302 123-203
PP 123-273 123-192
S1 123-244 123-180

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

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