CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 09-Mar-2009

Day Change Summary
	Previous	Current
	06-Mar-2009	09-Mar-2009	Change	Change %	Previous Week
Open	122-020	121-230	-0-110	-0.3%	121-040
High	122-110	121-280	-0-150	-0.4%	122-110
Low	121-155	121-020	-0-135	-0.3%	120-030
Close	121-285	121-205	-0-080	-0.2%	121-285
Range	0-275	0-260	-0-015	-5.5%	2-080
ATR	0-287	0-285	-0-002	-0.5%	0-000
Volume	791,340	830,263	38,923	4.9%	3,417,090

Daily Pivots for day following 09-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-308	123-197	122-028
R3	123-048	122-257	121-276
R2	122-108	122-108	121-253
R1	121-317	121-317	121-229	121-242
PP	121-168	121-168	121-168	121-131
S1	121-057	121-057	121-181	120-302
S2	120-228	120-228	121-157
S3	119-288	120-117	121-134
S4	119-028	119-177	121-062

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%	0-226	0.6%	69%	False	False	727,480
10	122-110	119-190	2-240	2.3%	0-235	0.6%	74%	False	False	564,671
20	122-180	119-140	3-040	2.6%	0-138	0.4%	71%	False	False	295,564

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	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-105
2.618	124-001
1.618	123-061
1.000	122-220
0.618	122-121
HIGH	121-280
0.618	121-181
0.500	121-150
0.382	121-119
LOW	121-020
0.618	120-179
1.000	120-080
1.618	119-239
2.618	118-299
4.250	117-195

Fisher Pivots for day following 09-Mar-2009
Pivot	1 day	3 day
R1	121-187	121-225
PP	121-168	121-218
S1	121-150	121-212

Download as Excel Spreadsheet

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

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