CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 17-Mar-2009

Day Change Summary
	Previous	Current
	16-Mar-2009	17-Mar-2009	Change	Change %	Previous Week
Open	121-115	121-155	0-040	0.1%	121-230
High	121-225	121-270	0-045	0.1%	122-120
Low	121-090	120-300	-0-110	-0.3%	120-240
Close	121-170	120-300	-0-190	-0.5%	121-315
Range	0-135	0-290	0-155	114.8%	1-200
ATR	0-300	0-299	-0-001	-0.2%	0-000
Volume	698,533	572,546	-125,987	-18.0%	2,941,303

Daily Pivots for day following 17-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-307	123-113	121-140
R3	123-017	122-143	121-060
R2	122-047	122-047	121-033
R1	121-173	121-173	121-007	121-125
PP	121-077	121-077	121-077	121-052
S1	120-203	120-203	120-273	120-155
S2	120-107	120-107	120-247
S3	119-137	119-233	120-220
S4	118-167	118-263	120-140

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%	0-240	0.6%	12%	False	False	676,423
10	122-120	120-030	2-090	1.9%	0-233	0.6%	37%	False	False	701,952
20	122-180	119-190	2-310	2.5%	0-196	0.5%	45%	False	False	462,425
40	124-090	119-140	4-270	4.0%	0-099	0.3%	31%	False	False	233,568

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-070
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-222
2.618	124-069
1.618	123-099
1.000	122-240
0.618	122-129
HIGH	121-270
0.618	121-159
0.500	121-125
0.382	121-091
LOW	120-300
0.618	120-121
1.000	120-010
1.618	119-151
2.618	118-181
4.250	117-028

Fisher Pivots for day following 17-Mar-2009
Pivot	1 day	3 day
R1	121-125	121-202
PP	121-077	121-128
S1	121-028	121-054

Download as Excel Spreadsheet

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

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