CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 05-Mar-2009

Day Change Summary
	Previous	Current
	04-Mar-2009	05-Mar-2009	Change	Change %	Previous Week
Open	120-120	121-150	1-030	0.9%	121-010
High	120-200	121-310	1-110	1.1%	121-230
Low	120-030	121-065	1-035	0.9%	119-190
Close	120-090	121-275	1-185	1.3%	120-010
Range	0-170	0-245	0-075	44.1%	2-040
ATR	0-269	0-288	0-019	7.2%	0-000
Volume	665,923	694,831	28,908	4.3%	1,488,000

Daily Pivots for day following 05-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-312	123-218	122-090
R3	123-067	122-293	122-022
R2	122-142	122-142	122-000
R1	122-048	122-048	121-297	122-095
PP	121-217	121-217	121-217	121-240
S1	121-123	121-123	121-253	121-170
S2	120-292	120-292	121-230
S3	120-047	120-198	121-208
S4	119-122	119-273	121-140

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	121-310	119-240	2-070	1.8%	0-213	0.5%	95%	True	False	635,555
10	121-310	119-190	2-120	1.9%	0-198	0.5%	95%	True	False	414,920
20	122-180	119-140	3-040	2.6%	0-111	0.3%	78%	False	False	215,291

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-022
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-071
2.618	123-311
1.618	123-066
1.000	122-235
0.618	122-141
HIGH	121-310
0.618	121-216
0.500	121-188
0.382	121-159
LOW	121-065
0.618	120-234
1.000	120-140
1.618	119-309
2.618	119-064
4.250	117-304

Fisher Pivots for day following 05-Mar-2009
Pivot	1 day	3 day
R1	121-246	121-187
PP	121-217	121-098
S1	121-188	121-010

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