CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 121-150 122-020 0-190 0.5% 121-040
High 121-310 122-110 0-120 0.3% 122-110
Low 121-065 121-155 0-090 0.2% 120-030
Close 121-275 121-285 0-010 0.0% 121-285
Range 0-245 0-275 0-030 12.2% 2-080
ATR 0-288 0-287 -0-001 -0.3% 0-000
Volume 694,831 791,340 96,509 13.9% 3,417,090
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 124-155 124-015 122-116
R3 123-200 123-060 122-041
R2 122-245 122-245 122-015
R1 122-105 122-105 121-310 122-038
PP 121-290 121-290 121-290 121-256
S1 121-150 121-150 121-260 121-082
S2 121-015 121-015 121-235
S3 120-060 120-195 121-209
S4 119-105 119-240 121-134
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 128-062 127-093 123-041
R3 125-302 125-013 122-163
R2 123-222 123-222 122-097
R1 122-253 122-253 122-031 123-078
PP 121-142 121-142 121-142 121-214
S1 120-173 120-173 121-219 120-318
S2 119-062 119-062 121-153
S3 116-302 118-093 121-087
S4 114-222 116-013 120-209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-110 120-030 2-080 1.8% 0-208 0.5% 80% True False 683,418
10 122-110 119-190 2-240 2.3% 0-222 0.6% 84% True False 490,509
20 122-180 119-140 3-040 2.6% 0-124 0.3% 79% False False 254,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-319
2.618 124-190
1.618 123-235
1.000 123-065
0.618 122-280
HIGH 122-110
0.618 122-005
0.500 121-292
0.382 121-260
LOW 121-155
0.618 120-305
1.000 120-200
1.618 120-030
2.618 119-075
4.250 117-266
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 121-292 121-213
PP 121-290 121-142
S1 121-288 121-070

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

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