CBOT 10-Year T-Note Future June 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 121-250 121-010 -0-240 -0.6% 122-180
High 121-290 121-140 -0-150 -0.4% 122-180
Low 121-250 121-010 -0-240 -0.6% 121-020
Close 121-180 121-140 -0-040 -0.1% 121-180
Range 0-040 0-130 0-090 225.0% 1-160
ATR 0-252 0-246 -0-006 -2.3% 0-000
Volume 35,454 88,635 53,181 150.0% 131,028
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 122-167 122-123 121-212
R3 122-037 121-313 121-176
R2 121-227 121-227 121-164
R1 121-183 121-183 121-152 121-205
PP 121-097 121-097 121-097 121-108
S1 121-053 121-053 121-128 121-075
S2 120-287 120-287 121-116
S3 120-157 120-243 121-104
S4 120-027 120-113 121-068
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 126-073 125-127 122-124
R3 124-233 123-287 121-312
R2 123-073 123-073 121-268
R1 122-127 122-127 121-224 122-020
PP 121-233 121-233 121-233 121-180
S1 120-287 120-287 121-136 120-180
S2 120-073 120-073 121-092
S3 118-233 119-127 121-048
S4 117-073 117-287 120-236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-180 121-010 1-170 1.3% 0-076 0.2% 27% False True 43,932
10 122-180 119-140 3-040 2.6% 0-040 0.1% 64% False False 26,456
20 122-240 119-140 3-100 2.7% 0-020 0.1% 60% False False 15,357
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-052
2.618 122-160
1.618 122-030
1.000 121-270
0.618 121-220
HIGH 121-140
0.618 121-090
0.500 121-075
0.382 121-060
LOW 121-010
0.618 120-250
1.000 120-200
1.618 120-120
2.618 119-310
4.250 119-098
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 121-118 121-150
PP 121-097 121-147
S1 121-075 121-143

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

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