CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 03-Mar-2009

Day Change Summary
	Previous	Current
	02-Mar-2009	03-Mar-2009	Change	Change %	Previous Week
Open	121-040	121-050	0-010	0.0%	121-010
High	121-210	121-180	-0-030	-0.1%	121-230
Low	121-040	121-000	-0-040	-0.1%	119-190
Close	121-120	121-010	-0-110	-0.3%	120-010
Range	0-170	0-180	0-010	5.9%	2-040
ATR	0-273	0-266	-0-007	-2.4%	0-000
Volume	609,950	655,046	45,096	7.4%	1,488,000

Daily Pivots for day following 03-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-283	122-167	121-109
R3	122-103	121-307	121-060
R2	121-243	121-243	121-043
R1	121-127	121-127	121-026	121-095
PP	121-063	121-063	121-063	121-048
S1	120-267	120-267	120-314	120-235
S2	120-203	120-203	120-297
S3	120-023	120-087	120-280
S4	119-163	119-227	120-231

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	121-210	119-190	2-020	1.7%	0-236	0.6%	70%	False	False	499,530
10	122-130	119-190	2-260	2.3%	0-178	0.5%	51%	False	False	287,926
20	122-180	119-140	3-040	2.6%	0-090	0.2%	51%	False	False	147,735

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	0-006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-305
2.618	123-011
1.618	122-151
1.000	122-040
0.618	121-291
HIGH	121-180
0.618	121-111
0.500	121-090
0.382	121-069
LOW	121-000
0.618	120-209
1.000	120-140
1.618	120-029
2.618	119-169
4.250	118-195

Fisher Pivots for day following 03-Mar-2009
Pivot	1 day	3 day
R1	121-090	120-295
PP	121-063	120-260
S1	121-037	120-225

Download as Excel Spreadsheet

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

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