CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 24-Feb-2009

Day Change Summary
	Previous	Current
	23-Feb-2009	24-Feb-2009	Change	Change %	Previous Week
Open	121-010	121-230	0-220	0.6%	122-180
High	121-140	121-230	0-090	0.2%	122-180
Low	121-010	121-010	0-000	0.0%	121-020
Close	121-140	121-020	-0-120	-0.3%	121-180
Range	0-130	0-220	0-090	69.2%	1-160
ATR	0-246	0-245	-0-002	-0.8%	0-000
Volume	88,635	166,707	78,072	88.1%	131,028

Daily Pivots for day following 24-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-107	122-283	121-141
R3	122-207	122-063	121-080
R2	121-307	121-307	121-060
R1	121-163	121-163	121-040	121-125
PP	121-087	121-087	121-087	121-068
S1	120-263	120-263	121-000	120-225
S2	120-187	120-187	120-300
S3	119-287	120-043	120-280
S4	119-067	119-143	120-219

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	122-130	121-010	1-120	1.1%	0-120	0.3%	2%	False	True	76,322
10	122-180	120-300	1-200	1.3%	0-062	0.2%	8%	False	False	42,748
20	122-240	119-140	3-100	2.7%	0-031	0.1%	49%	False	False	23,643

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 29 trading days

Fibonacci Retracements and Extensions
4.250	124-205
2.618	123-166
1.618	122-266
1.000	122-130
0.618	122-046
HIGH	121-230
0.618	121-146
0.500	121-120
0.382	121-094
LOW	121-010
0.618	120-194
1.000	120-110
1.618	119-294
2.618	119-074
4.250	118-035

Fisher Pivots for day following 24-Feb-2009
Pivot	1 day	3 day
R1	121-120	121-150
PP	121-087	121-107
S1	121-053	121-063

Download as Excel Spreadsheet

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

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