CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 24-Feb-2009

Day Change Summary
	Previous	Current
	23-Feb-2009	24-Feb-2009	Change	Change %	Previous Week
Open	122-120	123-125	1-005	0.8%	124-020
High	123-075	123-185	0-110	0.3%	124-145
Low	122-120	122-270	0-150	0.4%	122-080
Close	123-055	122-275	-0-100	-0.3%	123-100
Range	0-275	0-235	-0-040	-14.5%	2-065
ATR	1-035	1-026	-0-009	-2.4%	0-000
Volume	823,669	710,141	-113,528	-13.8%	2,808,165

Daily Pivots for day following 24-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-095	124-260	123-084
R3	124-180	124-025	123-020
R2	123-265	123-265	122-318
R1	123-110	123-110	122-297	123-070
PP	123-030	123-030	123-030	123-010
S1	122-195	122-195	122-253	122-155
S2	122-115	122-115	122-232
S3	121-200	121-280	122-210
S4	120-285	121-045	122-146

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%	0-284	0.7%	28%	False	False	765,536
10	124-145	122-020	2-125	1.9%	0-264	0.7%	33%	False	False	667,645
20	124-270	121-105	3-165	2.9%	0-264	0.7%	44%	False	False	594,863
40	128-080	121-105	6-295	5.6%	0-295	0.7%	22%	False	False	483,524
60	128-210	119-160	9-050	7.5%	0-300	0.8%	37%	False	False	455,405
80	128-210	111-020	17-190	14.3%	0-242	0.6%	67%	False	False	351,813

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Stretch	0-025
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-224
2.618	125-160
1.618	124-245
1.000	124-100
0.618	124-010
HIGH	123-185
0.618	123-095
0.500	123-068
0.382	123-040
LOW	122-270
0.618	122-125
1.000	122-035
1.618	121-210
2.618	120-295
4.250	119-231

Fisher Pivots for day following 24-Feb-2009
Pivot	1 day	3 day
R1	123-068	123-070
PP	123-030	123-032
S1	122-312	122-313

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols