CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 19-Feb-2009
Day Change Summary
Previous Current
18-Feb-2009 19-Feb-2009 Change Change % Previous Week
Open 122-130 121-020 -1-110 -1.1% 119-140
High 122-130 121-020 -1-110 -1.1% 122-050
Low 121-240 121-020 -0-220 -0.6% 119-140
Close 121-250 120-200 -1-050 -0.9% 120-240
Range 0-210 0-000 -0-210 -100.0% 2-230
ATR 0-241 0-240 -0-001 -0.3% 0-000
Volume 21,321 69,494 48,173 225.9% 44,906
Daily Pivots for day following 19-Feb-2009
Classic Woodie Camarilla DeMark
R4 120-293 120-247 120-200
R3 120-293 120-247 120-200
R2 120-293 120-293 120-200
R1 120-247 120-247 120-200 120-270
PP 120-293 120-293 120-293 120-305
S1 120-247 120-247 120-200 120-270
S2 120-293 120-293 120-200
S3 120-293 120-247 120-200
S4 120-293 120-247 120-200
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% 0-042 0.1% -19% False False 24,644
10 122-180 119-140 3-040 2.6% 0-023 0.1% 38% False False 15,661
20 122-240 119-140 3-100 2.7% 0-012 0.0% 36% False False 9,447
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-020
2.618 121-020
1.618 121-020
1.000 121-020
0.618 121-020
HIGH 121-020
0.618 121-020
0.500 121-020
0.382 121-020
LOW 121-020
0.618 121-020
1.000 121-020
1.618 121-020
2.618 121-020
4.250 121-020
Fisher Pivots for day following 19-Feb-2009
Pivot 1 day 3 day
R1 121-020 121-260
PP 120-293 121-133
S1 120-247 121-007

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

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