CBOT 10-Year T-Note Future March 2009

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

Day Change Summary
	Previous	Current
	09-Feb-2009	10-Feb-2009	Change	Change %	Previous Week
Open	121-225	122-020	0-115	0.3%	122-290
High	121-225	123-080	1-175	1.3%	123-270
Low	121-105	122-020	0-235	0.6%	121-185
Close	121-180	123-030	1-170	1.3%	121-265
Range	0-120	1-060	0-260	216.7%	2-085
ATR	0-311	1-007	0-016	5.3%	0-000
Volume	515,504	364,737	-150,767	-29.2%	2,590,055

Daily Pivots for day following 10-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-117	125-293	123-239
R3	125-057	124-233	123-134
R2	123-317	123-317	123-100
R1	123-173	123-173	123-065	123-245
PP	122-257	122-257	122-257	122-292
S1	122-113	122-113	122-315	122-185
S2	121-197	121-197	122-280
S3	120-137	121-053	122-246
S4	119-077	119-313	122-141

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	129-068	127-252	123-024
R3	126-303	125-167	122-144
R2	124-218	124-218	122-078
R1	123-082	123-082	122-011	122-268
PP	122-133	122-133	122-133	122-066
S1	120-317	120-317	121-199	120-182
S2	120-048	120-048	121-132
S3	117-283	118-232	121-066
S4	115-198	116-147	120-186

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-080	121-105	1-295	1.6%	0-249	0.6%	92%	True	False	498,182
10	124-270	121-105	3-165	2.9%	0-268	0.7%	50%	False	False	509,491
20	127-140	121-105	6-035	5.0%	0-291	0.7%	29%	False	False	510,858
40	128-210	121-105	7-105	6.0%	0-303	0.8%	24%	False	False	401,669
60	128-210	114-010	14-200	11.9%	0-276	0.7%	62%	False	False	363,385
80	128-210	110-040	18-170	15.1%	0-214	0.5%	70%	False	False	272,946

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	128-095
2.618	126-115
1.618	125-055
1.000	124-140
0.618	123-315
HIGH	123-080
0.618	122-255
0.500	122-210
0.382	122-165
LOW	122-020
0.618	121-105
1.000	120-280
1.618	120-045
2.618	118-305
4.250	117-005

Fisher Pivots for day following 10-Feb-2009
Pivot	1 day	3 day
R1	122-303	122-264
PP	122-257	122-178
S1	122-210	122-092

Download as Excel Spreadsheet

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

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