CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 27-Feb-2009

Day Change Summary
	Previous	Current
	26-Feb-2009	27-Feb-2009	Change	Change %	Previous Week
Open	119-190	120-210	1-020	0.9%	121-010
High	120-050	120-220	0-170	0.4%	121-230
Low	119-190	119-240	0-050	0.1%	119-190
Close	120-030	120-010	-0-020	-0.1%	120-010
Range	0-180	0-300	0-120	66.7%	2-040
ATR	0-250	0-254	0-004	1.4%	0-000
Volume	434,021	552,026	118,005	27.2%	1,488,000

Daily Pivots for day following 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-310	122-140	120-175
R3	122-010	121-160	120-092
R2	121-030	121-030	120-065
R1	120-180	120-180	120-038	120-115
PP	120-050	120-050	120-050	120-018
S1	119-200	119-200	119-302	119-135
S2	119-070	119-070	119-275
S3	118-090	118-220	119-248
S4	117-110	117-240	119-165

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-263	125-177	121-064
R3	124-223	123-137	120-197
R2	122-183	122-183	120-135
R1	121-097	121-097	120-072	120-280
PP	120-143	120-143	120-143	120-075
S1	119-057	119-057	119-268	118-240
S2	118-103	118-103	119-205
S3	116-063	117-017	119-143
S4	114-023	114-297	118-276

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-230	119-190	2-040	1.8%	0-236	0.6%	21%	False	False	297,600
10	122-180	119-190	2-310	2.5%	0-143	0.4%	15%	False	False	162,822
20	122-180	119-140	3-040	2.6%	0-072	0.2%	19%	False	False	84,661

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	0-001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-215
2.618	123-045
1.618	122-065
1.000	121-200
0.618	121-085
HIGH	120-220
0.618	120-105
0.500	120-070
0.382	120-035
LOW	119-240
0.618	119-055
1.000	118-260
1.618	118-075
2.618	117-095
4.250	115-245

Fisher Pivots for day following 27-Feb-2009
Pivot	1 day	3 day
R1	120-070	120-080
PP	120-050	120-057
S1	120-030	120-033

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols