CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 13-Mar-2009

Day Change Summary
	Previous	Current
	12-Mar-2009	13-Mar-2009	Change	Change %	Previous Week
Open	121-230	121-155	-0-075	-0.2%	121-230
High	122-120	122-105	-0-015	0.0%	122-120
Low	121-190	121-055	-0-135	-0.3%	120-240
Close	121-265	121-315	0-050	0.1%	121-315
Range	0-250	1-050	0-120	48.0%	1-200
ATR	0-300	0-305	0-005	1.7%	0-000
Volume	755,301	777,363	22,062	2.9%	2,941,303

Daily Pivots for day following 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-095	124-255	122-198
R3	124-045	123-205	122-097
R2	122-315	122-315	122-063
R1	122-155	122-155	122-029	122-235
PP	121-265	121-265	121-265	121-305
S1	121-105	121-105	121-281	121-185
S2	120-215	120-215	121-247
S3	119-165	120-055	121-213
S4	118-115	119-005	121-112

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-185	125-290	122-281
R3	124-305	124-090	122-138
R2	123-105	123-105	122-090
R1	122-210	122-210	122-043	122-318
PP	121-225	121-225	121-225	121-279
S1	121-010	121-010	121-267	121-118
S2	120-025	120-025	121-220
S3	118-145	119-130	121-172
S4	116-265	117-250	121-029

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%	0-262	0.7%	76%	False	False	746,528
10	122-120	119-240	2-200	2.2%	0-238	0.6%	85%	False	False	691,041
20	122-180	119-190	2-310	2.4%	0-175	0.4%	81%	False	False	400,253
40	124-240	119-140	5-100	4.4%	0-088	0.2%	48%	False	False	201,800

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-056
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	127-078
2.618	125-114
1.618	124-064
1.000	123-155
0.618	123-014
HIGH	122-105
0.618	121-284
0.500	121-240
0.382	121-196
LOW	121-055
0.618	120-146
1.000	120-005
1.618	119-096
2.618	118-046
4.250	116-082

Fisher Pivots for day following 13-Mar-2009
Pivot	1 day	3 day
R1	121-290	121-270
PP	121-265	121-225
S1	121-240	121-180

Download as Excel Spreadsheet

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

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