CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 05-Feb-2009

Day Change Summary
	Previous	Current
	04-Feb-2009	05-Feb-2009	Change	Change %	Previous Week
Open	122-140	122-065	-0-075	-0.2%	123-150
High	122-140	122-230	0-090	0.2%	124-270
Low	121-200	122-005	0-125	0.3%	122-210
Close	122-035	122-120	0-085	0.2%	122-215
Range	0-260	0-225	-0-035	-13.5%	2-060
ATR	1-015	1-007	-0-008	-2.3%	0-000
Volume	493,337	627,179	133,842	27.1%	2,713,556

Daily Pivots for day following 05-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-153	124-042	122-244
R3	123-248	123-137	122-182
R2	123-023	123-023	122-161
R1	122-232	122-232	122-141	122-288
PP	122-118	122-118	122-118	122-146
S1	122-007	122-007	122-099	122-062
S2	121-213	121-213	122-079
S3	120-308	121-102	122-058
S4	120-083	120-197	121-316

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	123-270	121-200	2-070	1.8%	0-246	0.6%	34%	False	False	537,535
10	124-270	121-200	3-070	2.6%	0-273	0.7%	23%	False	False	549,823
20	127-140	121-200	5-260	4.7%	0-306	0.8%	13%	False	False	510,564
40	128-210	121-200	7-010	5.7%	0-310	0.8%	11%	False	False	396,397
60	128-210	112-220	15-310	13.0%	0-267	0.7%	61%	False	False	340,880

Crabel Price Patterns
NR	True
NR4	True
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	0-054
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-226
2.618	124-179
1.618	123-274
1.000	123-135
0.618	123-049
HIGH	122-230
0.618	122-144
0.500	122-118
0.382	122-091
LOW	122-005
0.618	121-186
1.000	121-100
1.618	120-281
2.618	120-056
4.250	119-009

Fisher Pivots for day following 05-Feb-2009
Pivot	1 day	3 day
R1	122-119	122-182
PP	122-118	122-162
S1	122-118	122-141

Download as Excel Spreadsheet

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

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