CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 10-Mar-2009

Day Change Summary
	Previous	Current
	09-Mar-2009	10-Mar-2009	Change	Change %	Previous Week
Open	121-230	121-015	-0-215	-0.6%	121-040
High	121-280	121-075	-0-205	-0.5%	122-110
Low	121-020	120-240	-0-100	-0.3%	120-030
Close	121-205	120-265	-0-260	-0.7%	121-285
Range	0-260	0-155	-0-105	-40.4%	2-080
ATR	0-285	0-285	0-000	0.0%	0-000
Volume	830,263	578,376	-251,887	-30.3%	3,417,090

Daily Pivots for day following 10-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-125	122-030	121-030
R3	121-290	121-195	120-308
R2	121-135	121-135	120-293
R1	121-040	121-040	120-279	121-010
PP	120-300	120-300	120-300	120-285
S1	120-205	120-205	120-251	120-175
S2	120-145	120-145	120-237
S3	119-310	120-050	120-222
S4	119-155	119-215	120-180

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-062	127-093	123-041
R3	125-302	125-013	122-163
R2	123-222	123-222	122-097
R1	122-253	122-253	122-031	123-078
PP	121-142	121-142	121-142	121-214
S1	120-173	120-173	121-219	120-318
S2	119-062	119-062	121-153
S3	116-302	118-093	121-087
S4	114-222	116-013	120-209

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-110	120-030	2-080	1.9%	0-221	0.6%	33%	False	False	712,146
10	122-110	119-190	2-240	2.3%	0-228	0.6%	45%	False	False	605,838
20	122-180	119-190	2-310	2.5%	0-145	0.4%	42%	False	False	324,293

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-042
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	123-094
2.618	122-161
1.618	122-006
1.000	121-230
0.618	121-171
HIGH	121-075
0.618	121-016
0.500	120-318
0.382	120-299
LOW	120-240
0.618	120-144
1.000	120-085
1.618	119-309
2.618	119-154
4.250	118-221

Fisher Pivots for day following 10-Mar-2009
Pivot	1 day	3 day
R1	120-318	121-175
PP	120-300	121-098
S1	120-282	121-022

Download as Excel Spreadsheet

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

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