CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 04-Mar-2009

Day Change Summary
	Previous	Current
	03-Mar-2009	04-Mar-2009	Change	Change %	Previous Week
Open	121-050	120-120	-0-250	-0.6%	121-010
High	121-180	120-200	-0-300	-0.8%	121-230
Low	121-000	120-030	-0-290	-0.7%	119-190
Close	121-010	120-090	-0-240	-0.6%	120-010
Range	0-180	0-170	-0-010	-5.6%	2-040
ATR	0-266	0-269	0-002	0.9%	0-000
Volume	655,046	665,923	10,877	1.7%	1,488,000

Daily Pivots for day following 04-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-297	121-203	120-184
R3	121-127	121-033	120-137
R2	120-277	120-277	120-121
R1	120-183	120-183	120-106	120-145
PP	120-107	120-107	120-107	120-088
S1	120-013	120-013	120-074	119-295
S2	119-257	119-257	120-059
S3	119-087	119-163	120-043
S4	118-237	118-313	119-316

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%	0-200	0.5%	33%	False	False	583,393
10	121-290	119-190	2-100	1.9%	0-174	0.5%	30%	False	False	352,386
20	122-180	119-140	3-040	2.6%	0-098	0.3%	27%	False	False	180,808

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	False
Bull Hook	False
Stretch	0-014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-282
2.618	122-005
1.618	121-155
1.000	121-050
0.618	120-305
HIGH	120-200
0.618	120-135
0.500	120-115
0.382	120-095
LOW	120-030
0.618	119-245
1.000	119-180
1.618	119-075
2.618	118-225
4.250	117-268

Fisher Pivots for day following 04-Mar-2009
Pivot	1 day	3 day
R1	120-115	120-280
PP	120-107	120-217
S1	120-098	120-153

Download as Excel Spreadsheet

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

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