CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 04-Feb-2009

Day Change Summary
	Previous	Current
	03-Feb-2009	04-Feb-2009	Change	Change %	Previous Week
Open	123-125	122-140	-0-305	-0.8%	123-150
High	123-165	122-140	-1-025	-0.9%	124-270
Low	122-175	121-200	-0-295	-0.8%	122-210
Close	122-175	122-035	-0-140	-0.4%	122-215
Range	0-310	0-260	-0-050	-16.1%	2-060
ATR	1-018	1-015	-0-003	-0.9%	0-000
Volume	389,943	493,337	103,394	26.5%	2,713,556

Daily Pivots for day following 04-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-158	124-037	122-178
R3	123-218	123-097	122-106
R2	122-278	122-278	122-083
R1	122-157	122-157	122-059	122-088
PP	122-018	122-018	122-018	121-304
S1	121-217	121-217	122-011	121-148
S2	121-078	121-078	121-307
S3	120-138	120-277	121-284
S4	119-198	120-017	121-212

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	123-290	121-200	2-090	1.9%	0-272	0.7%	21%	False	True	527,220
10	124-270	121-200	3-070	2.6%	0-272	0.7%	15%	False	True	536,734
20	127-140	121-200	5-260	4.8%	0-302	0.8%	8%	False	True	501,412
40	128-210	121-200	7-010	5.8%	0-310	0.8%	7%	False	True	395,010
60	128-210	112-220	15-310	13.1%	0-267	0.7%	59%	False	False	330,454

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	0-048
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-285
2.618	124-181
1.618	123-241
1.000	123-080
0.618	122-301
HIGH	122-140
0.618	122-041
0.500	122-010
0.382	121-299
LOW	121-200
0.618	121-039
1.000	120-260
1.618	120-099
2.618	119-159
4.250	118-055

Fisher Pivots for day following 04-Feb-2009
Pivot	1 day	3 day
R1	122-027	122-235
PP	122-018	122-168
S1	122-010	122-102

Download as Excel Spreadsheet

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

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