CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 30-Jan-2009

Day Change Summary
	Previous	Current
	29-Jan-2009	30-Jan-2009	Change	Change %	Previous Week
Open	123-185	123-015	-0-170	-0.4%	123-150
High	123-290	123-015	-0-275	-0.7%	124-270
Low	122-255	122-210	-0-045	-0.1%	122-210
Close	122-265	122-215	-0-050	-0.1%	122-215
Range	1-035	0-125	-0-230	-64.8%	2-060
ATR	1-028	1-012	-0-016	-4.6%	0-000
Volume	575,605	587,778	12,173	2.1%	2,713,556

Daily Pivots for day following 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-308	123-227	122-284
R3	123-183	123-102	122-249
R2	123-058	123-058	122-238
R1	122-297	122-297	122-226	122-275
PP	122-253	122-253	122-253	122-242
S1	122-172	122-172	122-204	122-150
S2	122-128	122-128	122-192
S3	122-003	122-047	122-181
S4	121-198	121-242	122-146

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	129-305	128-160	123-280
R3	127-245	126-100	123-088
R2	125-185	125-185	123-023
R1	124-040	124-040	122-279	123-242
PP	123-125	123-125	123-125	123-066
S1	121-300	121-300	122-151	121-182
S2	121-065	121-065	122-087
S3	119-005	119-240	122-022
S4	116-265	117-180	121-150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-270	122-210	2-060	1.8%	0-276	0.7%	1%	False	True	542,711
10	126-240	122-210	4-030	3.3%	0-309	0.8%	0%	False	True	555,563
20	127-140	122-210	4-250	3.9%	1-005	0.8%	0%	False	True	463,895
40	128-210	122-095	6-115	5.2%	0-315	0.8%	6%	False	False	396,169
60	128-210	112-220	15-310	13.0%	0-254	0.6%	63%	False	False	306,031

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	0-056
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	124-226
2.618	124-022
1.618	123-217
1.000	123-140
0.618	123-092
HIGH	123-015
0.618	122-287
0.500	122-272
0.382	122-258
LOW	122-210
0.618	122-133
1.000	122-085
1.618	122-008
2.618	121-203
4.250	120-319

Fisher Pivots for day following 30-Jan-2009
Pivot	1 day	3 day
R1	122-272	123-240
PP	122-253	123-125
S1	122-234	123-010

Download as Excel Spreadsheet

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

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