CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 19-Feb-2009
Day Change Summary
Previous Current
18-Feb-2009 19-Feb-2009 Change Change % Previous Week
Open 124-140 122-285 -1-175 -1.2% 121-225
High 124-145 123-030 -1-115 -1.1% 124-090
Low 123-140 122-080 -1-060 -1.0% 121-105
Close 123-215 122-170 -1-045 -0.9% 122-225
Range 1-005 0-270 -0-055 -16.9% 2-305
ATR 1-021 1-029 0-008 2.4% 0-000
Volume 688,889 806,978 118,089 17.1% 2,849,983
Daily Pivots for day following 19-Feb-2009
Classic Woodie Camarilla DeMark
R4 125-050 124-220 122-318
R3 124-100 123-270 122-244
R2 123-150 123-150 122-220
R1 123-000 123-000 122-195 122-260
PP 122-200 122-200 122-200 122-170
S1 122-050 122-050 122-145 121-310
S2 121-250 121-250 122-120
S3 120-300 121-100 122-096
S4 120-030 120-150 122-022
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
5 124-145 122-080 2-065 1.8% 0-241 0.6% 13% False True 647,835
10 124-145 121-105 3-040 2.6% 0-242 0.6% 39% False False 597,747
20 124-270 121-105 3-165 2.9% 0-257 0.7% 34% False False 567,241
40 128-080 121-105 6-295 5.6% 0-286 0.7% 17% False False 438,885
60 128-210 117-080 11-130 9.3% 0-295 0.8% 46% False False 426,174
80 128-210 111-020 17-190 14.4% 0-232 0.6% 65% False False 322,684
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 0-021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-218
2.618 125-097
1.618 124-147
1.000 123-300
0.618 123-197
HIGH 123-030
0.618 122-247
0.500 122-215
0.382 122-183
LOW 122-080
0.618 121-233
1.000 121-130
1.618 120-283
2.618 120-013
4.250 118-212
Fisher Pivots for day following 19-Feb-2009
Pivot 1 day 3 day
R1 122-215 123-112
PP 122-200 123-025
S1 122-185 122-258

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

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