CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 122-020 121-230 -0-110 -0.3% 121-040
High 122-110 121-280 -0-150 -0.4% 122-110
Low 121-155 121-020 -0-135 -0.3% 120-030
Close 121-285 121-205 -0-080 -0.2% 121-285
Range 0-275 0-260 -0-015 -5.5% 2-080
ATR 0-287 0-285 -0-002 -0.5% 0-000
Volume 791,340 830,263 38,923 4.9% 3,417,090
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 123-308 123-197 122-028
R3 123-048 122-257 121-276
R2 122-108 122-108 121-253
R1 121-317 121-317 121-229 121-242
PP 121-168 121-168 121-168 121-131
S1 121-057 121-057 121-181 120-302
S2 120-228 120-228 121-157
S3 119-288 120-117 121-134
S4 119-028 119-177 121-062
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% 0-226 0.6% 69% False False 727,480
10 122-110 119-190 2-240 2.3% 0-235 0.6% 74% False False 564,671
20 122-180 119-140 3-040 2.6% 0-138 0.4% 71% False False 295,564
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 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-105
2.618 124-001
1.618 123-061
1.000 122-220
0.618 122-121
HIGH 121-280
0.618 121-181
0.500 121-150
0.382 121-119
LOW 121-020
0.618 120-179
1.000 120-080
1.618 119-239
2.618 118-299
4.250 117-195
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 121-187 121-225
PP 121-168 121-218
S1 121-150 121-212

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

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