CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 02-Feb-2009

Day Change Summary
	Previous	Current
	30-Jan-2009	02-Feb-2009	Change	Change %	Previous Week
Open	123-015	122-290	-0-045	-0.1%	123-150
High	123-015	123-270	0-255	0.6%	124-270
Low	122-210	122-280	0-070	0.2%	122-210
Close	122-215	123-230	1-015	0.9%	122-215
Range	0-125	0-310	0-185	148.0%	2-060
ATR	1-012	1-015	0-003	0.9%	0-000
Volume	587,778	589,440	1,662	0.3%	2,713,556

Daily Pivots for day following 02-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-123	126-007	124-080
R3	125-133	125-017	123-315
R2	124-143	124-143	123-287
R1	124-027	124-027	123-258	124-085
PP	123-153	123-153	123-153	123-182
S1	123-037	123-037	123-202	123-095
S2	122-163	122-163	123-173
S3	121-173	122-047	123-145
S4	120-183	121-057	123-060

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%	0-292	0.7%	49%	False	False	540,941
10	126-120	122-210	3-230	3.0%	0-299	0.8%	29%	False	False	569,055
20	127-140	122-210	4-250	3.9%	0-300	0.8%	22%	False	False	487,599
40	128-210	122-095	6-115	5.1%	0-315	0.8%	22%	False	False	397,890
60	128-210	112-220	15-310	12.9%	0-259	0.7%	69%	False	False	315,849

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	0-052
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-308
2.618	126-122
1.618	125-132
1.000	124-260
0.618	124-142
HIGH	123-270
0.618	123-152
0.500	123-115
0.382	123-078
LOW	122-280
0.618	122-088
1.000	121-290
1.618	121-098
2.618	120-108
4.250	118-242

Fisher Pivots for day following 02-Feb-2009
Pivot	1 day	3 day
R1	123-192	123-183
PP	123-153	123-137
S1	123-115	123-090

Download as Excel Spreadsheet

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

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