CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 121-000 121-210 0-210 0.5% 121-240
High 121-000 121-230 0-230 0.6% 121-240
Low 121-000 121-210 0-210 0.5% 119-230
Close 121-000 121-220 0-220 0.6% 119-230
Range 0-000 0-020 0-020 2-010
ATR 0-202 0-204 0-002 1.0% 0-000
Volume 6,609 6,860 251 3.8% 26,711
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 121-280 121-270 121-231
R3 121-260 121-250 121-226
R2 121-240 121-240 121-224
R1 121-230 121-230 121-222 121-235
PP 121-220 121-220 121-220 121-222
S1 121-210 121-210 121-218 121-215
S2 121-200 121-200 121-216
S3 121-180 121-190 121-214
S4 121-160 121-170 121-209
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 126-157 125-043 120-268
R3 124-147 123-033 120-089
R2 122-137 122-137 120-029
R1 121-023 121-023 119-290 120-235
PP 120-127 120-127 120-127 120-072
S1 119-013 119-013 119-170 118-225
S2 118-117 118-117 119-111
S3 116-107 117-003 119-051
S4 114-097 114-313 118-192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-230 119-140 2-090 1.9% 0-004 0.0% 99% True False 6,679
10 121-240 119-140 2-100 1.9% 0-002 0.0% 97% False False 5,143
20 124-240 119-140 5-100 4.4% 0-001 0.0% 42% False False 3,348
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 0-000
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 121-315
2.618 121-282
1.618 121-262
1.000 121-250
0.618 121-242
HIGH 121-230
0.618 121-222
0.500 121-220
0.382 121-218
LOW 121-210
0.618 121-198
1.000 121-190
1.618 121-178
2.618 121-158
4.250 121-125
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 121-220 121-102
PP 121-220 120-303
S1 121-220 120-185

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

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