CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 23-Feb-2009

Day Change Summary
	Previous	Current
	20-Feb-2009	23-Feb-2009	Change	Change %	Previous Week
Open	121-250	121-010	-0-240	-0.6%	122-180
High	121-290	121-140	-0-150	-0.4%	122-180
Low	121-250	121-010	-0-240	-0.6%	121-020
Close	121-180	121-140	-0-040	-0.1%	121-180
Range	0-040	0-130	0-090	225.0%	1-160
ATR	0-252	0-246	-0-006	-2.3%	0-000
Volume	35,454	88,635	53,181	150.0%	131,028

Daily Pivots for day following 23-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-167	122-123	121-212
R3	122-037	121-313	121-176
R2	121-227	121-227	121-164
R1	121-183	121-183	121-152	121-205
PP	121-097	121-097	121-097	121-108
S1	121-053	121-053	121-128	121-075
S2	120-287	120-287	121-116
S3	120-157	120-243	121-104
S4	120-027	120-113	121-068

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-073	125-127	122-124
R3	124-233	123-287	121-312
R2	123-073	123-073	121-268
R1	122-127	122-127	121-224	122-020
PP	121-233	121-233	121-233	121-180
S1	120-287	120-287	121-136	120-180
S2	120-073	120-073	121-092
S3	118-233	119-127	121-048
S4	117-073	117-287	120-236

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-180	121-010	1-170	1.3%	0-076	0.2%	27%	False	True	43,932
10	122-180	119-140	3-040	2.6%	0-040	0.1%	64%	False	False	26,456
20	122-240	119-140	3-100	2.7%	0-020	0.1%	60%	False	False	15,357

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-052
2.618	122-160
1.618	122-030
1.000	121-270
0.618	121-220
HIGH	121-140
0.618	121-090
0.500	121-075
0.382	121-060
LOW	121-010
0.618	120-250
1.000	120-200
1.618	120-120
2.618	119-310
4.250	119-098

Fisher Pivots for day following 23-Feb-2009
Pivot	1 day	3 day
R1	121-118	121-150
PP	121-097	121-147
S1	121-075	121-143

Download as Excel Spreadsheet

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

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