CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 123-070 122-120 -0-270 -0.7% 124-020
High 124-020 123-075 -0-265 -0.7% 124-145
Low 123-025 122-120 -0-225 -0.6% 122-080
Close 123-100 123-055 -0-045 -0.1% 123-100
Range 0-315 0-275 -0-040 -12.7% 2-065
ATR 1-039 1-035 -0-004 -1.2% 0-000
Volume 798,006 823,669 25,663 3.2% 2,808,165
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 125-162 125-063 123-206
R3 124-207 124-108 123-131
R2 123-252 123-252 123-105
R1 123-153 123-153 123-080 123-202
PP 122-297 122-297 122-297 123-001
S1 122-198 122-198 123-030 122-248
S2 122-022 122-022 123-005
S3 121-067 121-243 122-299
S4 120-112 120-288 122-224
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 129-303 128-267 124-168
R3 127-238 126-202 123-294
R2 125-173 125-173 123-229
R1 124-137 124-137 123-165 123-282
PP 123-108 123-108 123-108 123-021
S1 122-072 122-072 123-035 121-218
S2 121-043 121-043 122-291
S3 118-298 120-007 122-226
S4 116-233 117-262 122-032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-145 122-080 2-065 1.8% 0-262 0.7% 42% False False 726,366
10 124-145 121-105 3-040 2.5% 0-253 0.6% 59% False False 648,181
20 124-270 121-105 3-165 2.9% 0-264 0.7% 52% False False 589,271
40 128-080 121-105 6-295 5.6% 0-294 0.7% 27% False False 469,212
60 128-210 118-190 10-020 8.2% 0-302 0.8% 45% False False 448,111
80 128-210 111-020 17-190 14.3% 0-239 0.6% 69% False False 342,938
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 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-284
2.618 125-155
1.618 124-200
1.000 124-030
0.618 123-245
HIGH 123-075
0.618 122-290
0.500 122-258
0.382 122-225
LOW 122-120
0.618 121-270
1.000 121-165
1.618 120-315
2.618 120-040
4.250 118-231
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 123-016 123-053
PP 122-297 123-052
S1 122-258 123-050

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

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