CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 120-120 121-150 1-030 0.9% 121-010
High 120-200 121-310 1-110 1.1% 121-230
Low 120-030 121-065 1-035 0.9% 119-190
Close 120-090 121-275 1-185 1.3% 120-010
Range 0-170 0-245 0-075 44.1% 2-040
ATR 0-269 0-288 0-019 7.2% 0-000
Volume 665,923 694,831 28,908 4.3% 1,488,000
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 123-312 123-218 122-090
R3 123-067 122-293 122-022
R2 122-142 122-142 122-000
R1 122-048 122-048 121-297 122-095
PP 121-217 121-217 121-217 121-240
S1 121-123 121-123 121-253 121-170
S2 120-292 120-292 121-230
S3 120-047 120-198 121-208
S4 119-122 119-273 121-140
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
5 121-310 119-240 2-070 1.8% 0-213 0.5% 95% True False 635,555
10 121-310 119-190 2-120 1.9% 0-198 0.5% 95% True False 414,920
20 122-180 119-140 3-040 2.6% 0-111 0.3% 78% False False 215,291
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-071
2.618 123-311
1.618 123-066
1.000 122-235
0.618 122-141
HIGH 121-310
0.618 121-216
0.500 121-188
0.382 121-159
LOW 121-065
0.618 120-234
1.000 120-140
1.618 119-309
2.618 119-064
4.250 117-304
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 121-246 121-187
PP 121-217 121-098
S1 121-188 121-010

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

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