CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 06-Mar-2009

Day Change Summary
	Previous	Current
	05-Mar-2009	06-Mar-2009	Change	Change %	Previous Week
Open	121-150	122-020	0-190	0.5%	121-040
High	121-310	122-110	0-120	0.3%	122-110
Low	121-065	121-155	0-090	0.2%	120-030
Close	121-275	121-285	0-010	0.0%	121-285
Range	0-245	0-275	0-030	12.2%	2-080
ATR	0-288	0-287	-0-001	-0.3%	0-000
Volume	694,831	791,340	96,509	13.9%	3,417,090

Daily Pivots for day following 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-155	124-015	122-116
R3	123-200	123-060	122-041
R2	122-245	122-245	122-015
R1	122-105	122-105	121-310	122-038
PP	121-290	121-290	121-290	121-256
S1	121-150	121-150	121-260	121-082
S2	121-015	121-015	121-235
S3	120-060	120-195	121-209
S4	119-105	119-240	121-134

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-062	127-093	123-041
R3	125-302	125-013	122-163
R2	123-222	123-222	122-097
R1	122-253	122-253	122-031	123-078
PP	121-142	121-142	121-142	121-214
S1	120-173	120-173	121-219	120-318
S2	119-062	119-062	121-153
S3	116-302	118-093	121-087
S4	114-222	116-013	120-209

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-110	120-030	2-080	1.8%	0-208	0.5%	80%	True	False	683,418
10	122-110	119-190	2-240	2.3%	0-222	0.6%	84%	True	False	490,509
20	122-180	119-140	3-040	2.6%	0-124	0.3%	79%	False	False	254,488

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-319
2.618	124-190
1.618	123-235
1.000	123-065
0.618	122-280
HIGH	122-110
0.618	122-005
0.500	121-292
0.382	121-260
LOW	121-155
0.618	120-305
1.000	120-200
1.618	120-030
2.618	119-075
4.250	117-266

Fisher Pivots for day following 06-Mar-2009
Pivot	1 day	3 day
R1	121-292	121-213
PP	121-290	121-142
S1	121-288	121-070

Download as Excel Spreadsheet

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

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