CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 12-Mar-2009

Day Change Summary
	Previous	Current
	10-Mar-2009	12-Mar-2009	Change	Change %	Previous Week
Open	121-015	121-230	0-215	0.6%	121-040
High	121-075	122-120	1-045	0.9%	122-110
Low	120-240	121-190	0-270	0.7%	120-030
Close	120-265	121-265	1-000	0.8%	121-285
Range	0-155	0-250	0-095	61.3%	2-080
ATR	0-285	0-300	0-015	5.2%	0-000
Volume	578,376	755,301	176,925	30.6%	3,417,090

Daily Pivots for day following 12-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-088	123-267	122-082
R3	123-158	123-017	122-014
R2	122-228	122-228	121-311
R1	122-087	122-087	121-288	122-158
PP	121-298	121-298	121-298	122-014
S1	121-157	121-157	121-242	121-228
S2	121-048	121-048	121-219
S3	120-118	120-227	121-196
S4	119-188	119-297	121-128

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	122-120	120-240	1-200	1.3%	0-237	0.6%	66%	True	False	730,022
10	122-120	119-190	2-250	2.3%	0-218	0.6%	80%	True	False	656,707
20	122-180	119-190	2-310	2.4%	0-158	0.4%	75%	False	False	361,728

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	0-046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-222
2.618	124-134
1.618	123-204
1.000	123-050
0.618	122-274
HIGH	122-120
0.618	122-024
0.500	121-315
0.382	121-286
LOW	121-190
0.618	121-036
1.000	120-260
1.618	120-106
2.618	119-176
4.250	118-088

Fisher Pivots for day following 12-Mar-2009
Pivot	1 day	3 day
R1	121-315	121-237
PP	121-298	121-208
S1	121-282	121-180

Download as Excel Spreadsheet

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

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