CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 25-Feb-2009
Day Change Summary
Previous Current
24-Feb-2009 25-Feb-2009 Change Change % Previous Week
Open 121-230 120-290 -0-260 -0.7% 122-180
High 121-230 120-290 -0-260 -0.7% 122-180
Low 121-010 119-260 -1-070 -1.0% 121-020
Close 121-020 119-260 -1-080 -1.0% 121-180
Range 0-220 1-030 0-130 59.1% 1-160
ATR 0-245 0-256 0-011 4.5% 0-000
Volume 166,707 246,611 79,904 47.9% 131,028
Daily Pivots for day following 25-Feb-2009
Classic Woodie Camarilla DeMark
R4 123-147 122-233 120-132
R3 122-117 121-203 120-036
R2 121-087 121-087 120-004
R1 120-173 120-173 119-292 120-115
PP 120-057 120-057 120-057 120-028
S1 119-143 119-143 119-228 119-085
S2 119-027 119-027 119-196
S3 117-317 118-113 119-164
S4 116-287 117-083 119-068
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
5 121-290 119-260 2-030 1.7% 0-148 0.4% 0% False True 121,380
10 122-180 119-260 2-240 2.3% 0-097 0.3% 0% False True 66,749
20 122-180 119-140 3-040 2.6% 0-048 0.1% 12% False False 35,860
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 30 trading days
Fibonacci Retracements and Extensions
4.250 125-178
2.618 123-246
1.618 122-216
1.000 122-000
0.618 121-186
HIGH 120-290
0.618 120-156
0.500 120-115
0.382 120-074
LOW 119-260
0.618 119-044
1.000 118-230
1.618 118-014
2.618 116-304
4.250 115-052
Fisher Pivots for day following 25-Feb-2009
Pivot 1 day 3 day
R1 120-115 120-245
PP 120-057 120-143
S1 119-318 120-042

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

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