CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 120-270 121-000 0-050 0.1% 120-210
High 120-270 121-000 0-050 0.1% 121-000
Low 120-270 121-000 0-050 0.1% 119-270
Close 120-270 121-000 0-050 0.1% 121-000
Range
ATR 0-215 0-203 -0-012 -5.5% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 121-000 121-000 121-000
R3 121-000 121-000 121-000
R2 121-000 121-000 121-000
R1 121-000 121-000 121-000 121-000
PP 121-000 121-000 121-000 121-000
S1 121-000 121-000 121-000 121-000
S2 121-000 121-000 121-000
S3 121-000 121-000 121-000
S4 121-000 121-000 121-000
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 124-027 123-223 121-204
R3 122-297 122-173 121-102
R2 121-247 121-247 121-068
R1 121-123 121-123 121-034 121-185
PP 120-197 120-197 120-197 120-228
S1 120-073 120-073 120-286 120-135
S2 119-147 119-147 120-252
S3 118-097 119-023 120-218
S4 117-047 117-293 120-116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-000 119-270 1-050 1.0% 0-000 0.0% 100% True False 2
10 121-000 119-090 1-230 1.4% 0-000 0.0% 100% True False 2
20 121-180 118-260 2-240 2.3% 0-000 0.0% 80% False False 2
40 123-240 118-140 5-100 4.4% 0-000 0.0% 48% False False 2
60 125-240 118-140 7-100 6.0% 0-000 0.0% 35% False False 2
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 121-000
2.618 121-000
1.618 121-000
1.000 121-000
0.618 121-000
HIGH 121-000
0.618 121-000
0.500 121-000
0.382 121-000
LOW 121-000
0.618 121-000
1.000 121-000
1.618 121-000
2.618 121-000
4.250 121-000
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 121-000 120-290
PP 121-000 120-260
S1 121-000 120-230

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

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