CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 19-Mar-2009

Day Change Summary
	Previous	Current
	18-Mar-2009	19-Mar-2009	Change	Change %	Previous Week
Open	120-310	125-085	4-095	3.6%	121-230
High	125-105	126-010	0-225	0.6%	122-120
Low	120-310	124-170	3-180	2.9%	120-240
Close	125-105	124-170	-0-255	-0.6%	121-315
Range	4-115	1-160	-2-275	-65.6%	1-200
ATR	1-058	1-065	0-007	1.9%	0-000
Volume	656,028	1,030,466	374,438	57.1%	2,941,303

Daily Pivots for day following 19-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	129-170	128-170	125-114
R3	128-010	127-010	124-302
R2	126-170	126-170	124-258
R1	125-170	125-170	124-214	125-090
PP	125-010	125-010	125-010	124-290
S1	124-010	124-010	124-126	123-250
S2	123-170	123-170	124-082
S3	122-010	122-170	124-038
S4	120-170	121-010	123-226

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	126-010	120-300	5-030	4.1%	1-214	1.3%	71%	True	False	746,987
10	126-010	120-240	5-090	4.2%	1-066	1.0%	72%	True	False	738,504
20	126-010	119-190	6-140	5.2%	0-280	0.7%	77%	True	False	545,445
40	126-010	119-140	6-190	5.3%	0-146	0.4%	77%	True	False	275,715

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-080
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-130
2.618	129-307
1.618	128-147
1.000	127-170
0.618	126-307
HIGH	126-010
0.618	125-147
0.500	125-090
0.382	125-033
LOW	124-170
0.618	123-193
1.000	123-010
1.618	122-033
2.618	120-193
4.250	118-050

Fisher Pivots for day following 19-Mar-2009
Pivot	1 day	3 day
R1	125-090	124-058
PP	125-010	123-267
S1	124-250	123-155

Download as Excel Spreadsheet

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

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