CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 05-Feb-2009

Day Change Summary
	Previous	Current
	04-Feb-2009	05-Feb-2009	Change	Change %	Previous Week
Open	120-020	120-100	0-080	0.2%	121-220
High	120-020	120-100	0-080	0.2%	122-240
Low	120-020	120-100	0-080	0.2%	120-230
Close	120-020	120-100	0-080	0.2%	120-230
Range
ATR	0-193	0-185	-0-008	-4.2%	0-000
Volume	5,182	7,395	2,213	42.7%	15,874

Daily Pivots for day following 05-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-100	120-100	120-100
R3	120-100	120-100	120-100
R2	120-100	120-100	120-100
R1	120-100	120-100	120-100	120-100
PP	120-100	120-100	120-100	120-100
S1	120-100	120-100	120-100	120-100
S2	120-100	120-100	120-100
S3	120-100	120-100	120-100
S4	120-100	120-100	120-100

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	127-157	126-043	121-268
R3	125-147	124-033	121-089
R2	123-137	123-137	121-029
R1	122-023	122-023	120-290	121-235
PP	121-127	121-127	121-127	121-072
S1	120-013	120-013	120-170	119-225
S2	119-117	119-117	120-111
S3	117-107	118-003	120-051
S4	115-097	115-313	119-192

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-240	120-020	1-220	1.4%	0-000	0.0%	15%	False	False	4,109
10	122-240	120-020	2-220	2.2%	0-000	0.0%	9%	False	False	3,594

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	False
Stretch	0-000

Fibonacci Retracements and Extensions
4.250	120-100
2.618	120-100
1.618	120-100
1.000	120-100
0.618	120-100
HIGH	120-100
0.618	120-100
0.500	120-100
0.382	120-100
LOW	120-100
0.618	120-100
1.000	120-100
1.618	120-100
2.618	120-100
4.250	120-100

Fisher Pivots for day following 05-Feb-2009
Pivot	1 day	3 day
R1	120-100	120-105
PP	120-100	120-103
S1	120-100	120-102

Download as Excel Spreadsheet

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

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