CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 25-Feb-2009

Day Change Summary
	Previous	Current
	24-Feb-2009	25-Feb-2009	Change	Change %	Previous Week
Open	123-125	122-245	-0-200	-0.5%	124-020
High	123-185	122-290	-0-215	-0.5%	124-145
Low	122-270	121-200	-1-070	-1.0%	122-080
Close	122-275	121-200	-1-075	-1.0%	123-100
Range	0-235	1-090	0-175	74.5%	2-065
ATR	1-026	1-031	0-005	1.3%	0-000
Volume	710,141	778,143	68,002	9.6%	2,808,165

Daily Pivots for day following 25-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-287	125-013	122-106
R3	124-197	123-243	121-313
R2	123-107	123-107	121-275
R1	122-153	122-153	121-238	122-085
PP	122-017	122-017	122-017	121-302
S1	121-063	121-063	121-162	120-315
S2	120-247	120-247	121-125
S3	119-157	119-293	121-087
S4	118-067	118-203	120-294

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	124-020	121-200	2-140	2.0%	0-301	0.8%	0%	False	True	783,387
10	124-145	121-200	2-265	2.3%	0-268	0.7%	0%	False	True	708,986
20	124-270	121-105	3-165	2.9%	0-268	0.7%	8%	False	False	609,238
40	128-080	121-105	6-295	5.7%	0-301	0.8%	4%	False	False	502,152
60	128-210	120-220	7-310	6.6%	0-301	0.8%	12%	False	False	459,554
80	128-210	111-020	17-190	14.5%	0-247	0.6%	60%	False	False	361,537

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	0-030
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	128-112
2.618	126-083
1.618	124-313
1.000	124-060
0.618	123-223
HIGH	122-290
0.618	122-133
0.500	122-085
0.382	122-037
LOW	121-200
0.618	120-267
1.000	120-110
1.618	119-177
2.618	118-087
4.250	116-058

Fisher Pivots for day following 25-Feb-2009
Pivot	1 day	3 day
R1	122-085	122-192
PP	122-017	122-088
S1	121-268	121-304

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