CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 27-Feb-2009

Day Change Summary
	Previous	Current
	26-Feb-2009	27-Feb-2009	Change	Change %	Previous Week
Open	121-105	121-180	0-075	0.2%	122-120
High	121-260	121-270	0-010	0.0%	123-185
Low	121-105	121-180	0-075	0.2%	121-105
Close	121-230	121-225	-0-005	0.0%	121-225
Range	0-155	0-090	-0-065	-41.9%	2-080
ATR	1-017	0-319	-0-018	-5.2%	0-000
Volume	1,000,549	991,138	-9,411	-0.9%	4,303,640

Daily Pivots for day following 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-175	122-130	121-274
R3	122-085	122-040	121-250
R2	121-315	121-315	121-242
R1	121-270	121-270	121-233	121-292
PP	121-225	121-225	121-225	121-236
S1	121-180	121-180	121-217	121-202
S2	121-135	121-135	121-208
S3	121-045	121-090	121-200
S4	120-275	121-000	121-176

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-305	127-185	122-301
R3	126-225	125-105	122-103
R2	124-145	124-145	122-037
R1	123-025	123-025	121-291	122-205
PP	122-065	122-065	122-065	121-315
S1	120-265	120-265	121-159	120-125
S2	119-305	119-305	121-093
S3	117-225	118-185	121-027
S4	115-145	116-105	120-149

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-185	121-105	2-080	1.8%	0-233	0.6%	17%	False	False	860,728
10	124-145	121-105	3-040	2.6%	0-248	0.6%	12%	False	False	776,623
20	124-145	121-105	3-040	2.6%	0-246	0.6%	12%	False	False	656,981
40	127-140	121-105	6-035	5.0%	0-296	0.8%	6%	False	False	548,716
60	128-210	121-105	7-105	6.0%	0-295	0.8%	5%	False	False	483,766
80	128-210	111-200	17-010	14.0%	0-250	0.6%	59%	False	False	386,429

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 65 trading days

Fibonacci Retracements and Extensions
4.250	123-012
2.618	122-186
1.618	122-096
1.000	122-040
0.618	122-006
HIGH	121-270
0.618	121-236
0.500	121-225
0.382	121-214
LOW	121-180
0.618	121-124
1.000	121-090
1.618	121-034
2.618	120-264
4.250	120-118

Fisher Pivots for day following 27-Feb-2009
Pivot	1 day	3 day
R1	121-225	122-038
PP	121-225	121-313
S1	121-225	121-269

Download as Excel Spreadsheet

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

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