CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 02-Mar-2009

Day Change Summary
	Previous	Current
	27-Feb-2009	02-Mar-2009	Change	Change %	Previous Week
Open	120-210	121-040	0-150	0.4%	121-010
High	120-220	121-210	0-310	0.8%	121-230
Low	119-240	121-040	1-120	1.1%	119-190
Close	120-010	121-120	1-110	1.1%	120-010
Range	0-300	0-170	-0-130	-43.3%	2-040
ATR	0-254	0-273	0-019	7.5%	0-000
Volume	552,026	609,950	57,924	10.5%	1,488,000

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-313	122-227	121-214
R3	122-143	122-057	121-167
R2	121-293	121-293	121-151
R1	121-207	121-207	121-136	121-250
PP	121-123	121-123	121-123	121-145
S1	121-037	121-037	121-104	121-080
S2	120-273	120-273	121-089
S3	120-103	120-187	121-073
S4	119-253	120-017	121-026

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%	0-244	0.6%	84%	False	False	401,863
10	122-180	119-190	2-310	2.4%	0-160	0.4%	60%	False	False	222,897
20	122-180	119-140	3-040	2.6%	0-081	0.2%	62%	False	False	115,029

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	False
Bull Hook	False
Stretch	0-001
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	123-292
2.618	123-015
1.618	122-165
1.000	122-060
0.618	121-315
HIGH	121-210
0.618	121-145
0.500	121-125
0.382	121-105
LOW	121-040
0.618	120-255
1.000	120-190
1.618	120-085
2.618	119-235
4.250	118-278

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	121-125	121-040
PP	121-123	120-280
S1	121-122	120-200

Download as Excel Spreadsheet

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

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