CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 02-Mar-2009

Day Change Summary
	Previous	Current
	27-Feb-2009	02-Mar-2009	Change	Change %	Previous Week
Open	121-180	121-230	0-050	0.1%	122-120
High	121-270	123-010	1-060	1.0%	123-185
Low	121-180	121-225	0-045	0.1%	121-105
Close	121-225	123-010	1-105	1.1%	121-225
Range	0-090	1-105	1-015	372.2%	2-080
ATR	0-319	1-007	0-008	2.4%	0-000
Volume	991,138	286,061	-705,077	-71.1%	4,303,640

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-183	126-042	123-244
R3	125-078	124-257	123-127
R2	123-293	123-293	123-088
R1	123-152	123-152	123-049	123-222
PP	122-188	122-188	122-188	122-224
S1	122-047	122-047	122-291	122-118
S2	121-083	121-083	122-252
S3	119-298	120-262	122-213
S4	118-193	119-157	122-096

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%	0-263	0.7%	76%	False	False	753,206
10	124-145	121-105	3-040	2.5%	0-262	0.7%	55%	False	False	739,786
20	124-145	121-105	3-040	2.5%	0-260	0.7%	55%	False	False	641,895
40	127-140	121-105	6-035	5.0%	0-293	0.7%	28%	False	False	552,895
60	128-210	121-105	7-105	6.0%	0-297	0.8%	23%	False	False	478,078
80	128-210	112-220	15-310	13.0%	0-256	0.6%	65%	False	False	389,997

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	0-023
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	128-216
2.618	126-163
1.618	125-058
1.000	124-115
0.618	123-273
HIGH	123-010
0.618	122-168
0.500	122-118
0.382	122-067
LOW	121-225
0.618	120-282
1.000	120-120
1.618	119-177
2.618	118-072
4.250	116-019

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	122-259	122-239
PP	122-188	122-148
S1	122-118	122-058

Download as Excel Spreadsheet

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

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