CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 120-290 119-190 -1-100 -1.1% 122-180
High 120-290 120-050 -0-240 -0.6% 122-180
Low 119-260 119-190 -0-070 -0.2% 121-020
Close 119-260 120-030 0-090 0.2% 121-180
Range 1-030 0-180 -0-170 -48.6% 1-160
ATR 0-256 0-250 -0-005 -2.1% 0-000
Volume 246,611 434,021 187,410 76.0% 131,028
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 121-203 121-137 120-129
R3 121-023 120-277 120-080
R2 120-163 120-163 120-063
R1 120-097 120-097 120-046 120-130
PP 119-303 119-303 119-303 120-000
S1 119-237 119-237 120-014 119-270
S2 119-123 119-123 119-317
S3 118-263 119-057 119-300
S4 118-083 118-197 119-251
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
5 121-290 119-190 2-100 1.9% 0-184 0.5% 22% False True 194,285
10 122-180 119-190 2-310 2.5% 0-113 0.3% 17% False True 109,465
20 122-180 119-140 3-040 2.6% 0-058 0.1% 21% False False 57,304
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 True
Bull Hook False
Stretch 0-000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-175
2.618 121-201
1.618 121-021
1.000 120-230
0.618 120-161
HIGH 120-050
0.618 119-301
0.500 119-280
0.382 119-259
LOW 119-190
0.618 119-079
1.000 119-010
1.618 118-219
2.618 118-039
4.250 117-065
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 120-007 120-210
PP 119-303 120-150
S1 119-280 120-090

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

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