CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 11-Feb-2009

Day Change Summary
	Previous	Current
	10-Feb-2009	11-Feb-2009	Change	Change %	Previous Week
Open	122-020	123-055	1-035	0.9%	122-290
High	123-080	123-290	0-210	0.5%	123-270
Low	122-020	123-055	1-035	0.9%	121-185
Close	123-030	123-215	0-185	0.5%	121-265
Range	1-060	0-235	-0-145	-38.2%	2-085
ATR	1-007	1-002	-0-005	-1.5%	0-000
Volume	364,737	740,724	375,987	103.1%	2,590,055

Daily Pivots for day following 11-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-252	125-148	124-024
R3	125-017	124-233	123-280
R2	124-102	124-102	123-258
R1	123-318	123-318	123-237	124-050
PP	123-187	123-187	123-187	123-212
S1	123-083	123-083	123-193	123-135
S2	122-272	122-272	123-172
S3	122-037	122-168	123-150
S4	121-122	121-253	123-086

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	123-290	121-105	2-185	2.1%	0-244	0.6%	91%	True	False	547,660
10	123-290	121-105	2-185	2.1%	0-258	0.7%	91%	True	False	537,440
20	127-140	121-105	6-035	4.9%	0-284	0.7%	38%	False	False	532,073
40	128-210	121-105	7-105	5.9%	0-296	0.7%	32%	False	False	406,741
60	128-210	114-190	14-020	11.4%	0-278	0.7%	65%	False	False	375,563
80	128-210	110-040	18-170	15.0%	0-217	0.5%	73%	False	False	282,203

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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-009
2.618	125-265
1.618	125-030
1.000	124-205
0.618	124-115
HIGH	123-290
0.618	123-200
0.500	123-172
0.382	123-145
LOW	123-055
0.618	122-230
1.000	122-140
1.618	121-315
2.618	121-080
4.250	120-016

Fisher Pivots for day following 11-Feb-2009
Pivot	1 day	3 day
R1	123-201	123-102
PP	123-187	122-310
S1	123-172	122-198

Download as Excel Spreadsheet

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

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