CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 23-Feb-2009

Day Change Summary
	Previous	Current
	20-Feb-2009	23-Feb-2009	Change	Change %	Previous Week
Open	123-070	122-120	-0-270	-0.7%	124-020
High	124-020	123-075	-0-265	-0.7%	124-145
Low	123-025	122-120	-0-225	-0.6%	122-080
Close	123-100	123-055	-0-045	-0.1%	123-100
Range	0-315	0-275	-0-040	-12.7%	2-065
ATR	1-039	1-035	-0-004	-1.2%	0-000
Volume	798,006	823,669	25,663	3.2%	2,808,165

Daily Pivots for day following 23-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-162	125-063	123-206
R3	124-207	124-108	123-131
R2	123-252	123-252	123-105
R1	123-153	123-153	123-080	123-202
PP	122-297	122-297	122-297	123-001
S1	122-198	122-198	123-030	122-248
S2	122-022	122-022	123-005
S3	121-067	121-243	122-299
S4	120-112	120-288	122-224

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	129-303	128-267	124-168
R3	127-238	126-202	123-294
R2	125-173	125-173	123-229
R1	124-137	124-137	123-165	123-282
PP	123-108	123-108	123-108	123-021
S1	122-072	122-072	123-035	121-218
S2	121-043	121-043	122-291
S3	118-298	120-007	122-226
S4	116-233	117-262	122-032

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-145	122-080	2-065	1.8%	0-262	0.7%	42%	False	False	726,366
10	124-145	121-105	3-040	2.5%	0-253	0.6%	59%	False	False	648,181
20	124-270	121-105	3-165	2.9%	0-264	0.7%	52%	False	False	589,271
40	128-080	121-105	6-295	5.6%	0-294	0.7%	27%	False	False	469,212
60	128-210	118-190	10-020	8.2%	0-302	0.8%	45%	False	False	448,111
80	128-210	111-020	17-190	14.3%	0-239	0.6%	69%	False	False	342,938

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	0-019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-284
2.618	125-155
1.618	124-200
1.000	124-030
0.618	123-245
HIGH	123-075
0.618	122-290
0.500	122-258
0.382	122-225
LOW	122-120
0.618	121-270
1.000	121-165
1.618	120-315
2.618	120-040
4.250	118-231

Fisher Pivots for day following 23-Feb-2009
Pivot	1 day	3 day
R1	123-016	123-053
PP	122-297	123-052
S1	122-258	123-050

Download as Excel Spreadsheet

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

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