CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 120-210 121-040 0-150 0.4% 121-010
High 120-220 121-210 0-310 0.8% 121-230
Low 119-240 121-040 1-120 1.1% 119-190
Close 120-010 121-120 1-110 1.1% 120-010
Range 0-300 0-170 -0-130 -43.3% 2-040
ATR 0-254 0-273 0-019 7.5% 0-000
Volume 552,026 609,950 57,924 10.5% 1,488,000
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 122-313 122-227 121-214
R3 122-143 122-057 121-167
R2 121-293 121-293 121-151
R1 121-207 121-207 121-136 121-250
PP 121-123 121-123 121-123 121-145
S1 121-037 121-037 121-104 121-080
S2 120-273 120-273 121-089
S3 120-103 120-187 121-073
S4 119-253 120-017 121-026
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% 0-244 0.6% 84% False False 401,863
10 122-180 119-190 2-310 2.4% 0-160 0.4% 60% False False 222,897
20 122-180 119-140 3-040 2.6% 0-081 0.2% 62% False False 115,029
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Bull Hook False
Stretch 0-001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-292
2.618 123-015
1.618 122-165
1.000 122-060
0.618 121-315
HIGH 121-210
0.618 121-145
0.500 121-125
0.382 121-105
LOW 121-040
0.618 120-255
1.000 120-190
1.618 120-085
2.618 119-235
4.250 118-278
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 121-125 121-040
PP 121-123 120-280
S1 121-122 120-200

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

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