CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 25-Mar-2009
Day Change Summary
Previous Current
24-Mar-2009 25-Mar-2009 Change Change % Previous Week
Open 123-305 123-160 -0-145 -0.4% 121-115
High 124-060 123-195 -0-185 -0.5% 126-010
Low 123-160 122-300 -0-180 -0.5% 120-300
Close 124-060 123-055 -1-005 -0.8% 124-185
Range 0-220 0-215 -0-005 -2.3% 5-030
ATR 1-022 1-026 0-004 1.2% 0-000
Volume 418,131 717,232 299,101 71.5% 3,848,584
Daily Pivots for day following 25-Mar-2009
Classic Woodie Camarilla DeMark
R4 125-082 124-283 123-173
R3 124-187 124-068 123-114
R2 123-292 123-292 123-094
R1 123-173 123-173 123-075 123-125
PP 123-077 123-077 123-077 123-052
S1 122-278 122-278 123-035 122-230
S2 122-182 122-182 123-016
S3 121-287 122-063 122-316
S4 121-072 121-168 122-257
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 139-042 136-303 127-122
R3 134-012 131-273 125-313
R2 128-302 128-302 125-164
R1 126-243 126-243 125-014 127-272
PP 123-272 123-272 123-272 124-126
S1 121-213 121-213 124-036 122-242
S2 118-242 118-242 123-206
S3 113-212 116-183 123-057
S4 108-182 111-153 121-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-010 122-300 3-030 2.5% 0-232 0.6% 8% False True 715,397
10 126-010 120-300 5-030 4.1% 1-040 0.9% 44% False False 703,675
20 126-010 119-190 6-140 5.2% 0-294 0.7% 56% False False 654,757
40 126-010 119-140 6-190 5.4% 0-163 0.4% 57% False False 339,200
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 0-068
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-149
2.618 125-118
1.618 124-223
1.000 124-090
0.618 124-008
HIGH 123-195
0.618 123-113
0.500 123-088
0.382 123-062
LOW 122-300
0.618 122-167
1.000 122-085
1.618 121-272
2.618 121-057
4.250 120-026
Fisher Pivots for day following 25-Mar-2009
Pivot 1 day 3 day
R1 123-088 123-248
PP 123-077 123-183
S1 123-066 123-119

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

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