CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 122-180 122-130 -0-050 -0.1% 119-140
High 122-180 122-130 -0-050 -0.1% 122-050
Low 122-180 121-240 -0-260 -0.7% 119-140
Close 122-180 121-250 -0-250 -0.6% 120-240
Range 0-000 0-210 0-210 2-230
ATR 0-240 0-241 0-001 0.6% 0-000
Volume 4,759 21,321 16,562 348.0% 44,906
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 123-303 123-167 122-046
R3 123-093 122-277 121-308
R2 122-203 122-203 121-288
R1 122-067 122-067 121-269 122-030
PP 121-313 121-313 121-313 121-295
S1 121-177 121-177 121-231 121-140
S2 121-103 121-103 121-212
S3 120-213 120-287 121-192
S4 120-003 120-077 121-134
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
5 122-180 120-300 1-200 1.3% 0-046 0.1% 52% False False 12,118
10 122-180 119-140 3-040 2.6% 0-023 0.1% 75% False False 9,230
20 122-240 119-140 3-100 2.7% 0-012 0.0% 71% False False 5,986
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 25 trading days
Fibonacci Retracements and Extensions
4.250 125-062
2.618 124-040
1.618 123-150
1.000 123-020
0.618 122-260
HIGH 122-130
0.618 122-050
0.500 122-025
0.382 122-000
LOW 121-240
0.618 121-110
1.000 121-030
1.618 120-220
2.618 120-010
4.250 118-308
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 122-025 121-247
PP 121-313 121-243
S1 121-282 121-240

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

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