CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 26-Feb-2009

Day Change Summary
	Previous	Current
	25-Feb-2009	26-Feb-2009	Change	Change %	Previous Week
Open	120-290	119-190	-1-100	-1.1%	122-180
High	120-290	120-050	-0-240	-0.6%	122-180
Low	119-260	119-190	-0-070	-0.2%	121-020
Close	119-260	120-030	0-090	0.2%	121-180
Range	1-030	0-180	-0-170	-48.6%	1-160
ATR	0-256	0-250	-0-005	-2.1%	0-000
Volume	246,611	434,021	187,410	76.0%	131,028

Daily Pivots for day following 26-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-203	121-137	120-129
R3	121-023	120-277	120-080
R2	120-163	120-163	120-063
R1	120-097	120-097	120-046	120-130
PP	119-303	119-303	119-303	120-000
S1	119-237	119-237	120-014	119-270
S2	119-123	119-123	119-317
S3	118-263	119-057	119-300
S4	118-083	118-197	119-251

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	119-190	2-100	1.9%	0-184	0.5%	22%	False	True	194,285
10	122-180	119-190	2-310	2.5%	0-113	0.3%	17%	False	True	109,465
20	122-180	119-140	3-040	2.6%	0-058	0.1%	21%	False	False	57,304

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	True
Bull Hook	False
Stretch	0-000
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-175
2.618	121-201
1.618	121-021
1.000	120-230
0.618	120-161
HIGH	120-050
0.618	119-301
0.500	119-280
0.382	119-259
LOW	119-190
0.618	119-079
1.000	119-010
1.618	118-219
2.618	118-039
4.250	117-065

Fisher Pivots for day following 26-Feb-2009
Pivot	1 day	3 day
R1	120-007	120-210
PP	119-303	120-150
S1	119-280	120-090

Download as Excel Spreadsheet

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

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