CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 18-Mar-2009

Day Change Summary
	Previous	Current
	17-Mar-2009	18-Mar-2009	Change	Change %	Previous Week
Open	121-155	120-310	-0-165	-0.4%	121-230
High	121-270	125-105	3-155	2.9%	122-120
Low	120-300	120-310	0-010	0.0%	120-240
Close	120-300	125-105	4-125	3.6%	121-315
Range	0-290	4-115	3-145	381.0%	1-200
ATR	0-299	1-058	0-079	26.4%	0-000
Volume	572,546	656,028	83,482	14.6%	2,941,303

Daily Pivots for day following 18-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	136-305	135-160	127-232
R3	132-190	131-045	126-169
R2	128-075	128-075	126-041
R1	126-250	126-250	125-233	127-162
PP	123-280	123-280	123-280	124-076
S1	122-135	122-135	124-297	123-048
S2	119-165	119-165	124-169
S3	115-050	118-020	124-041
S4	110-255	113-225	122-298

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	125-105	120-300	4-125	3.5%	1-168	1.2%	100%	True	False	691,954
10	125-105	120-030	5-075	4.2%	1-034	0.9%	100%	True	False	702,050
20	125-105	119-190	5-235	4.6%	0-266	0.7%	100%	True	False	494,988
40	125-105	119-140	5-285	4.7%	0-134	0.3%	100%	True	False	249,961

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	0-064
Widest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	143-274
2.618	136-237
1.618	132-122
1.000	129-220
0.618	128-007
HIGH	125-105
0.618	123-212
0.500	123-048
0.382	122-203
LOW	120-310
0.618	118-088
1.000	116-195
1.618	113-293
2.618	109-178
4.250	102-141

Fisher Pivots for day following 18-Mar-2009
Pivot	1 day	3 day
R1	124-192	124-191
PP	123-280	123-277
S1	123-048	123-042

Download as Excel Spreadsheet

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

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