CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 121-050 120-120 -0-250 -0.6% 121-010
High 121-180 120-200 -0-300 -0.8% 121-230
Low 121-000 120-030 -0-290 -0.7% 119-190
Close 121-010 120-090 -0-240 -0.6% 120-010
Range 0-180 0-170 -0-010 -5.6% 2-040
ATR 0-266 0-269 0-002 0.9% 0-000
Volume 655,046 665,923 10,877 1.7% 1,488,000
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 121-297 121-203 120-184
R3 121-127 121-033 120-137
R2 120-277 120-277 120-121
R1 120-183 120-183 120-106 120-145
PP 120-107 120-107 120-107 120-088
S1 120-013 120-013 120-074 119-295
S2 119-257 119-257 120-059
S3 119-087 119-163 120-043
S4 118-237 118-313 119-316
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
5 121-210 119-190 2-020 1.7% 0-200 0.5% 33% False False 583,393
10 121-290 119-190 2-100 1.9% 0-174 0.5% 30% False False 352,386
20 122-180 119-140 3-040 2.6% 0-098 0.3% 27% False False 180,808
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 False
Bull Hook False
Stretch 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-282
2.618 122-005
1.618 121-155
1.000 121-050
0.618 120-305
HIGH 120-200
0.618 120-135
0.500 120-115
0.382 120-095
LOW 120-030
0.618 119-245
1.000 119-180
1.618 119-075
2.618 118-225
4.250 117-268
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 120-115 120-280
PP 120-107 120-217
S1 120-098 120-153

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

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