CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 25-Feb-2009

Day Change Summary
	Previous	Current
	24-Feb-2009	25-Feb-2009	Change	Change %	Previous Week
Open	121-230	120-290	-0-260	-0.7%	122-180
High	121-230	120-290	-0-260	-0.7%	122-180
Low	121-010	119-260	-1-070	-1.0%	121-020
Close	121-020	119-260	-1-080	-1.0%	121-180
Range	0-220	1-030	0-130	59.1%	1-160
ATR	0-245	0-256	0-011	4.5%	0-000
Volume	166,707	246,611	79,904	47.9%	131,028

Daily Pivots for day following 25-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-147	122-233	120-132
R3	122-117	121-203	120-036
R2	121-087	121-087	120-004
R1	120-173	120-173	119-292	120-115
PP	120-057	120-057	120-057	120-028
S1	119-143	119-143	119-228	119-085
S2	119-027	119-027	119-196
S3	117-317	118-113	119-164
S4	116-287	117-083	119-068

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	121-290	119-260	2-030	1.7%	0-148	0.4%	0%	False	True	121,380
10	122-180	119-260	2-240	2.3%	0-097	0.3%	0%	False	True	66,749
20	122-180	119-140	3-040	2.6%	0-048	0.1%	12%	False	False	35,860

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 30 trading days

Fibonacci Retracements and Extensions
4.250	125-178
2.618	123-246
1.618	122-216
1.000	122-000
0.618	121-186
HIGH	120-290
0.618	120-156
0.500	120-115
0.382	120-074
LOW	119-260
0.618	119-044
1.000	118-230
1.618	118-014
2.618	116-304
4.250	115-052

Fisher Pivots for day following 25-Feb-2009
Pivot	1 day	3 day
R1	120-115	120-245
PP	120-057	120-143
S1	119-318	120-042

Download as Excel Spreadsheet

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

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