CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 18-Feb-2009

Day Change Summary
	Previous	Current
	17-Feb-2009	18-Feb-2009	Change	Change %	Previous Week
Open	122-180	122-130	-0-050	-0.1%	119-140
High	122-180	122-130	-0-050	-0.1%	122-050
Low	122-180	121-240	-0-260	-0.7%	119-140
Close	122-180	121-250	-0-250	-0.6%	120-240
Range	0-000	0-210	0-210		2-230
ATR	0-240	0-241	0-001	0.6%	0-000
Volume	4,759	21,321	16,562	348.0%	44,906

Daily Pivots for day following 18-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-303	123-167	122-046
R3	123-093	122-277	121-308
R2	122-203	122-203	121-288
R1	122-067	122-067	121-269	122-030
PP	121-313	121-313	121-313	121-295
S1	121-177	121-177	121-231	121-140
S2	121-103	121-103	121-212
S3	120-213	120-287	121-192
S4	120-003	120-077	121-134

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-300	127-180	122-078
R3	126-070	124-270	121-159
R2	123-160	123-160	121-080
R1	122-040	122-040	121-000	122-260
PP	120-250	120-250	120-250	121-040
S1	119-130	119-130	120-160	120-030
S2	118-020	118-020	120-080
S3	115-110	116-220	120-001
S4	112-200	113-310	119-082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-180	120-300	1-200	1.3%	0-046	0.1%	52%	False	False	12,118
10	122-180	119-140	3-040	2.6%	0-023	0.1%	75%	False	False	9,230
20	122-240	119-140	3-100	2.7%	0-012	0.0%	71%	False	False	5,986

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	0-000
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	125-062
2.618	124-040
1.618	123-150
1.000	123-020
0.618	122-260
HIGH	122-130
0.618	122-050
0.500	122-025
0.382	122-000
LOW	121-240
0.618	121-110
1.000	121-030
1.618	120-220
2.618	120-010
4.250	118-308

Fisher Pivots for day following 18-Feb-2009
Pivot	1 day	3 day
R1	122-025	121-247
PP	121-313	121-243
S1	121-282	121-240

Download as Excel Spreadsheet

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

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