CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 12-Feb-2009

Day Change Summary
	Previous	Current
	11-Feb-2009	12-Feb-2009	Change	Change %	Previous Week
Open	123-055	123-270	0-215	0.5%	122-290
High	123-290	124-090	0-120	0.3%	123-270
Low	123-055	123-200	0-145	0.4%	121-185
Close	123-215	124-050	0-155	0.4%	121-265
Range	0-235	0-210	-0-025	-10.6%	2-085
ATR	1-002	0-314	-0-008	-2.5%	0-000
Volume	740,724	574,587	-166,137	-22.4%	2,590,055

Daily Pivots for day following 12-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-317	125-233	124-166
R3	125-107	125-023	124-108
R2	124-217	124-217	124-088
R1	124-133	124-133	124-069	124-175
PP	124-007	124-007	124-007	124-028
S1	123-243	123-243	124-031	123-285
S2	123-117	123-117	124-012
S3	122-227	123-033	123-312
S4	122-017	122-143	123-254

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	124-090	121-105	2-305	2.4%	0-241	0.6%	96%	True	False	537,141
10	124-090	121-105	2-305	2.4%	0-244	0.6%	96%	True	False	537,338
20	127-100	121-105	5-315	4.8%	0-279	0.7%	47%	False	False	542,475
40	128-210	121-105	7-105	5.9%	0-296	0.7%	39%	False	False	407,211
60	128-210	115-070	13-140	10.8%	0-281	0.7%	67%	False	False	384,771
80	128-210	110-230	17-300	14.4%	0-219	0.6%	75%	False	False	289,379

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	0-018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-022
2.618	126-000
1.618	125-110
1.000	124-300
0.618	124-220
HIGH	124-090
0.618	124-010
0.500	123-305
0.382	123-280
LOW	123-200
0.618	123-070
1.000	122-310
1.618	122-180
2.618	121-290
4.250	120-268

Fisher Pivots for day following 12-Feb-2009
Pivot	1 day	3 day
R1	124-028	123-265
PP	124-007	123-160
S1	123-305	123-055

Download as Excel Spreadsheet

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

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