CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 122-285 123-070 0-105 0.3% 124-020
High 123-030 124-020 0-310 0.8% 124-145
Low 122-080 123-025 0-265 0.7% 122-080
Close 122-170 123-100 0-250 0.6% 123-100
Range 0-270 0-315 0-045 16.7% 2-065
ATR 1-029 1-039 0-010 2.9% 0-000
Volume 806,978 798,006 -8,972 -1.1% 2,808,165
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 126-140 125-275 123-273
R3 125-145 124-280 123-187
R2 124-150 124-150 123-158
R1 123-285 123-285 123-129 124-058
PP 123-155 123-155 123-155 123-201
S1 122-290 122-290 123-071 123-062
S2 122-160 122-160 123-042
S3 121-165 121-295 123-013
S4 120-170 120-300 122-247
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 129-303 128-267 124-168
R3 127-238 126-202 123-294
R2 125-173 125-173 123-229
R1 124-137 124-137 123-165 123-282
PP 123-108 123-108 123-108 123-021
S1 122-072 122-072 123-035 121-218
S2 121-043 121-043 122-291
S3 118-298 120-007 122-226
S4 116-233 117-262 122-032
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% 0-262 0.7% 48% False False 692,519
10 124-145 121-105 3-040 2.5% 0-252 0.6% 64% False False 614,830
20 124-270 121-105 3-165 2.9% 0-262 0.7% 56% False False 582,327
40 128-080 121-105 6-295 5.6% 0-291 0.7% 29% False False 452,487
60 128-210 117-080 11-130 9.2% 0-299 0.8% 53% False False 436,566
80 128-210 111-020 17-190 14.3% 0-236 0.6% 70% False False 332,643
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-079
2.618 126-205
1.618 125-210
1.000 125-015
0.618 124-215
HIGH 124-020
0.618 123-220
0.500 123-182
0.382 123-145
LOW 123-025
0.618 122-150
1.000 122-030
1.618 121-155
2.618 120-160
4.250 118-286
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 123-182 123-112
PP 123-155 123-108
S1 123-128 123-104

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

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