CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 121-230 121-015 -0-215 -0.6% 121-040
High 121-280 121-075 -0-205 -0.5% 122-110
Low 121-020 120-240 -0-100 -0.3% 120-030
Close 121-205 120-265 -0-260 -0.7% 121-285
Range 0-260 0-155 -0-105 -40.4% 2-080
ATR 0-285 0-285 0-000 0.0% 0-000
Volume 830,263 578,376 -251,887 -30.3% 3,417,090
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 122-125 122-030 121-030
R3 121-290 121-195 120-308
R2 121-135 121-135 120-293
R1 121-040 121-040 120-279 121-010
PP 120-300 120-300 120-300 120-285
S1 120-205 120-205 120-251 120-175
S2 120-145 120-145 120-237
S3 119-310 120-050 120-222
S4 119-155 119-215 120-180
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 1.9% 0-221 0.6% 33% False False 712,146
10 122-110 119-190 2-240 2.3% 0-228 0.6% 45% False False 605,838
20 122-180 119-190 2-310 2.5% 0-145 0.4% 42% False False 324,293
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-042
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 123-094
2.618 122-161
1.618 122-006
1.000 121-230
0.618 121-171
HIGH 121-075
0.618 121-016
0.500 120-318
0.382 120-299
LOW 120-240
0.618 120-144
1.000 120-085
1.618 119-309
2.618 119-154
4.250 118-221
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 120-318 121-175
PP 120-300 121-098
S1 120-282 121-022

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

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