CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 24-Mar-2009

Day Change Summary
	Previous	Current
	23-Mar-2009	24-Mar-2009	Change	Change %	Previous Week
Open	124-195	123-305	-0-210	-0.5%	121-115
High	124-195	124-060	-0-135	-0.3%	126-010
Low	124-090	123-160	-0-250	-0.6%	120-300
Close	124-090	124-060	-0-030	-0.1%	124-185
Range	0-105	0-220	0-115	109.5%	5-030
ATR	1-029	1-022	-0-007	-2.0%	0-000
Volume	520,145	418,131	-102,014	-19.6%	3,848,584

Daily Pivots for day following 24-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-007	125-253	124-181
R3	125-107	125-033	124-120
R2	124-207	124-207	124-100
R1	124-133	124-133	124-080	124-170
PP	123-307	123-307	123-307	124-005
S1	123-233	123-233	124-040	123-270
S2	123-087	123-087	124-020
S3	122-187	123-013	124-000
S4	121-287	122-113	123-259

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	139-042	136-303	127-122
R3	134-012	131-273	125-313
R2	128-302	128-302	125-164
R1	126-243	126-243	125-014	127-272
PP	123-272	123-272	123-272	124-126
S1	121-213	121-213	124-036	122-242
S2	118-242	118-242	123-206
S3	113-212	116-183	123-057
S4	108-182	111-153	121-248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-010	120-310	5-020	4.1%	1-148	1.2%	64%	False	False	703,156
10	126-010	120-240	5-090	4.3%	1-034	0.9%	65%	False	False	689,790
20	126-010	119-190	6-140	5.2%	0-294	0.7%	71%	False	False	627,230
40	126-010	119-140	6-190	5.3%	0-157	0.4%	72%	False	False	321,294

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-070
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-035
2.618	125-316
1.618	125-096
1.000	124-280
0.618	124-196
HIGH	124-060
0.618	123-296
0.500	123-270
0.382	123-244
LOW	123-160
0.618	123-024
1.000	122-260
1.618	122-124
2.618	121-224
4.250	120-185

Fisher Pivots for day following 24-Mar-2009
Pivot	1 day	3 day
R1	124-023	124-065
PP	123-307	124-063
S1	123-270	124-062

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols