CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 19-Feb-2009

Day Change Summary
	Previous	Current
	18-Feb-2009	19-Feb-2009	Change	Change %	Previous Week
Open	122-130	121-020	-1-110	-1.1%	119-140
High	122-130	121-020	-1-110	-1.1%	122-050
Low	121-240	121-020	-0-220	-0.6%	119-140
Close	121-250	120-200	-1-050	-0.9%	120-240
Range	0-210	0-000	-0-210	-100.0%	2-230
ATR	0-241	0-240	-0-001	-0.3%	0-000
Volume	21,321	69,494	48,173	225.9%	44,906

Daily Pivots for day following 19-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-293	120-247	120-200
R3	120-293	120-247	120-200
R2	120-293	120-293	120-200
R1	120-247	120-247	120-200	120-270
PP	120-293	120-293	120-293	120-305
S1	120-247	120-247	120-200	120-270
S2	120-293	120-293	120-200
S3	120-293	120-247	120-200
S4	120-293	120-247	120-200

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%	0-042	0.1%	-19%	False	False	24,644
10	122-180	119-140	3-040	2.6%	0-023	0.1%	38%	False	False	15,661
20	122-240	119-140	3-100	2.7%	0-012	0.0%	36%	False	False	9,447

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	121-020
2.618	121-020
1.618	121-020
1.000	121-020
0.618	121-020
HIGH	121-020
0.618	121-020
0.500	121-020
0.382	121-020
LOW	121-020
0.618	121-020
1.000	121-020
1.618	121-020
2.618	121-020
4.250	121-020

Fisher Pivots for day following 19-Feb-2009
Pivot	1 day	3 day
R1	121-020	121-260
PP	120-293	121-133
S1	120-247	121-007

Download as Excel Spreadsheet

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

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