CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 26-Feb-2009

Day Change Summary
	Previous	Current
	25-Feb-2009	26-Feb-2009	Change	Change %	Previous Week
Open	122-245	121-105	-1-140	-1.2%	124-020
High	122-290	121-260	-1-030	-0.9%	124-145
Low	121-200	121-105	-0-095	-0.2%	122-080
Close	121-200	121-230	0-030	0.1%	123-100
Range	1-090	0-155	-0-255	-62.2%	2-065
ATR	1-031	1-017	-0-014	-4.0%	0-000
Volume	778,143	1,000,549	222,406	28.6%	2,808,165

Daily Pivots for day following 26-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-023	122-282	121-315
R3	122-188	122-127	121-273
R2	122-033	122-033	121-258
R1	121-292	121-292	121-244	122-002
PP	121-198	121-198	121-198	121-214
S1	121-137	121-137	121-216	121-168
S2	121-043	121-043	121-202
S3	120-208	120-302	121-187
S4	120-053	120-147	121-145

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	121-105	2-235	2.2%	0-278	0.7%	14%	False	True	822,101
10	124-145	121-105	3-040	2.6%	0-260	0.7%	13%	False	True	734,968
20	124-145	121-105	3-040	2.6%	0-259	0.7%	13%	False	True	636,204
40	127-195	121-105	6-090	5.2%	0-299	0.8%	6%	False	True	526,345
60	128-210	121-105	7-105	6.0%	0-302	0.8%	5%	False	True	470,134
80	128-210	111-020	17-190	14.5%	0-249	0.6%	61%	False	False	374,042

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0-030
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	123-279
2.618	123-026
1.618	122-191
1.000	122-095
0.618	122-036
HIGH	121-260
0.618	121-201
0.500	121-182
0.382	121-164
LOW	121-105
0.618	121-009
1.000	120-270
1.618	120-174
2.618	120-019
4.250	119-086

Fisher Pivots for day following 26-Feb-2009
Pivot	1 day	3 day
R1	121-214	122-145
PP	121-198	122-067
S1	121-182	121-308

Download as Excel Spreadsheet

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

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