CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 119-190 120-210 1-020 0.9% 121-010
High 120-050 120-220 0-170 0.4% 121-230
Low 119-190 119-240 0-050 0.1% 119-190
Close 120-030 120-010 -0-020 -0.1% 120-010
Range 0-180 0-300 0-120 66.7% 2-040
ATR 0-250 0-254 0-004 1.4% 0-000
Volume 434,021 552,026 118,005 27.2% 1,488,000
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 122-310 122-140 120-175
R3 122-010 121-160 120-092
R2 121-030 121-030 120-065
R1 120-180 120-180 120-038 120-115
PP 120-050 120-050 120-050 120-018
S1 119-200 119-200 119-302 119-135
S2 119-070 119-070 119-275
S3 118-090 118-220 119-248
S4 117-110 117-240 119-165
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 126-263 125-177 121-064
R3 124-223 123-137 120-197
R2 122-183 122-183 120-135
R1 121-097 121-097 120-072 120-280
PP 120-143 120-143 120-143 120-075
S1 119-057 119-057 119-268 118-240
S2 118-103 118-103 119-205
S3 116-063 117-017 119-143
S4 114-023 114-297 118-276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-230 119-190 2-040 1.8% 0-236 0.6% 21% False False 297,600
10 122-180 119-190 2-310 2.5% 0-143 0.4% 15% False False 162,822
20 122-180 119-140 3-040 2.6% 0-072 0.2% 19% False False 84,661
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 0-001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-215
2.618 123-045
1.618 122-065
1.000 121-200
0.618 121-085
HIGH 120-220
0.618 120-105
0.500 120-070
0.382 120-035
LOW 119-240
0.618 119-055
1.000 118-260
1.618 118-075
2.618 117-095
4.250 115-245
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 120-070 120-080
PP 120-050 120-057
S1 120-030 120-033

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

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