CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 12-Feb-2009

Day Change Summary
	Previous	Current
	11-Feb-2009	12-Feb-2009	Change	Change %	Previous Week
Open	121-210	122-050	0-160	0.4%	121-240
High	121-230	122-050	0-140	0.4%	121-240
Low	121-210	122-050	0-160	0.4%	119-230
Close	121-220	122-050	0-150	0.4%	119-230
Range	0-020	0-000	-0-020	-100.0%	2-010
ATR	0-204	0-200	-0-004	-1.9%	0-000
Volume	6,860	18,457	11,597	169.1%	26,711

Daily Pivots for day following 12-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-050	122-050	122-050
R3	122-050	122-050	122-050
R2	122-050	122-050	122-050
R1	122-050	122-050	122-050	122-050
PP	122-050	122-050	122-050	122-050
S1	122-050	122-050	122-050	122-050
S2	122-050	122-050	122-050
S3	122-050	122-050	122-050
S4	122-050	122-050	122-050

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-157	125-043	120-268
R3	124-147	123-033	120-089
R2	122-137	122-137	120-029
R1	121-023	121-023	119-290	120-235
PP	120-127	120-127	120-127	120-072
S1	119-013	119-013	119-170	118-225
S2	118-117	118-117	119-111
S3	116-107	117-003	119-051
S4	114-097	114-313	118-192

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-050	119-140	2-230	2.2%	0-004	0.0%	100%	True	False	8,891
10	122-050	119-140	2-230	2.2%	0-002	0.0%	100%	True	False	6,500
20	124-240	119-140	5-100	4.3%	0-001	0.0%	51%	False	False	4,260

Crabel Price Patterns
NR	True
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-050
2.618	122-050
1.618	122-050
1.000	122-050
0.618	122-050
HIGH	122-050
0.618	122-050
0.500	122-050
0.382	122-050
LOW	122-050
0.618	122-050
1.000	122-050
1.618	122-050
2.618	122-050
4.250	122-050

Fisher Pivots for day following 12-Feb-2009
Pivot	1 day	3 day
R1	122-050	121-308
PP	122-050	121-247
S1	122-050	121-185

Download as Excel Spreadsheet

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

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