CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 122-050 120-300 -1-070 -1.0% 119-140
High 122-050 120-300 -1-070 -1.0% 122-050
Low 122-050 120-300 -1-070 -1.0% 119-140
Close 122-050 120-240 -1-130 -1.2% 120-240
Range
ATR 0-200 0-213 0-014 6.8% 0-000
Volume 18,457 9,193 -9,264 -50.2% 44,906
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 120-280 120-260 120-240
R3 120-280 120-260 120-240
R2 120-280 120-280 120-240
R1 120-260 120-260 120-240 120-270
PP 120-280 120-280 120-280 120-285
S1 120-260 120-260 120-240 120-270
S2 120-280 120-280 120-240
S3 120-280 120-260 120-240
S4 120-280 120-260 120-240
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 128-300 127-180 122-078
R3 126-070 124-270 121-159
R2 123-160 123-160 121-080
R1 122-040 122-040 121-000 122-260
PP 120-250 120-250 120-250 121-040
S1 119-130 119-130 120-160 120-030
S2 118-020 118-020 120-080
S3 115-110 116-220 120-001
S4 112-200 113-310 119-082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-050 119-140 2-230 2.3% 0-004 0.0% 48% False False 8,981
10 122-050 119-140 2-230 2.3% 0-002 0.0% 48% False False 7,161
20 124-090 119-140 4-270 4.0% 0-001 0.0% 27% False False 4,711
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
4.250 120-300
2.618 120-300
1.618 120-300
1.000 120-300
0.618 120-300
HIGH 120-300
0.618 120-300
0.500 120-300
0.382 120-300
LOW 120-300
0.618 120-300
1.000 120-300
1.618 120-300
2.618 120-300
4.250 120-300
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 120-300 121-175
PP 120-280 121-090
S1 120-260 121-005

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

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