CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 121-010 121-230 0-220 0.6% 122-180
High 121-140 121-230 0-090 0.2% 122-180
Low 121-010 121-010 0-000 0.0% 121-020
Close 121-140 121-020 -0-120 -0.3% 121-180
Range 0-130 0-220 0-090 69.2% 1-160
ATR 0-246 0-245 -0-002 -0.8% 0-000
Volume 88,635 166,707 78,072 88.1% 131,028
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 123-107 122-283 121-141
R3 122-207 122-063 121-080
R2 121-307 121-307 121-060
R1 121-163 121-163 121-040 121-125
PP 121-087 121-087 121-087 121-068
S1 120-263 120-263 121-000 120-225
S2 120-187 120-187 120-300
S3 119-287 120-043 120-280
S4 119-067 119-143 120-219
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
5 122-130 121-010 1-120 1.1% 0-120 0.3% 2% False True 76,322
10 122-180 120-300 1-200 1.3% 0-062 0.2% 8% False False 42,748
20 122-240 119-140 3-100 2.7% 0-031 0.1% 49% False False 23,643
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 29 trading days
Fibonacci Retracements and Extensions
4.250 124-205
2.618 123-166
1.618 122-266
1.000 122-130
0.618 122-046
HIGH 121-230
0.618 121-146
0.500 121-120
0.382 121-094
LOW 121-010
0.618 120-194
1.000 120-110
1.618 119-294
2.618 119-074
4.250 118-035
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 121-120 121-150
PP 121-087 121-107
S1 121-053 121-063

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

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