CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 16-Mar-2009

Day Change Summary
	Previous	Current
	13-Mar-2009	16-Mar-2009	Change	Change %	Previous Week
Open	121-155	121-115	-0-040	-0.1%	121-230
High	122-105	121-225	-0-200	-0.5%	122-120
Low	121-055	121-090	0-035	0.1%	120-240
Close	121-315	121-170	-0-145	-0.4%	121-315
Range	1-050	0-135	-0-235	-63.5%	1-200
ATR	0-305	0-300	-0-006	-1.9%	0-000
Volume	777,363	698,533	-78,830	-10.1%	2,941,303

Daily Pivots for day following 16-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-247	122-183	121-244
R3	122-112	122-048	121-207
R2	121-297	121-297	121-195
R1	121-233	121-233	121-182	121-265
PP	121-162	121-162	121-162	121-178
S1	121-098	121-098	121-158	121-130
S2	121-027	121-027	121-145
S3	120-212	120-283	121-133
S4	120-077	120-148	121-096

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%	0-234	0.6%	48%	False	False	727,967
10	122-120	120-030	2-090	1.9%	0-221	0.6%	63%	False	False	705,692
20	122-180	119-190	2-310	2.4%	0-182	0.5%	65%	False	False	434,257
40	124-240	119-140	5-100	4.4%	0-092	0.2%	39%	False	False	219,258

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-058
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	123-159
2.618	122-258
1.618	122-123
1.000	122-040
0.618	121-308
HIGH	121-225
0.618	121-173
0.500	121-158
0.382	121-142
LOW	121-090
0.618	121-007
1.000	120-275
1.618	120-192
2.618	120-057
4.250	119-156

Fisher Pivots for day following 16-Mar-2009
Pivot	1 day	3 day
R1	121-166	121-248
PP	121-162	121-222
S1	121-158	121-196

Download as Excel Spreadsheet

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

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