CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 119-210 120-180 0-290 0.8% 121-180
High 119-210 120-180 0-290 0.8% 121-180
Low 119-210 120-180 0-290 0.8% 119-210
Close 119-200 120-180 0-300 0.8% 120-180
Range
ATR 0-259 0-262 0-003 1.1% 0-000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 120-180 120-180 120-180
R3 120-180 120-180 120-180
R2 120-180 120-180 120-180
R1 120-180 120-180 120-180 120-180
PP 120-180 120-180 120-180 120-180
S1 120-180 120-180 120-180 120-180
S2 120-180 120-180 120-180
S3 120-180 120-180 120-180
S4 120-180 120-180 120-180
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 126-100 125-110 121-196
R3 124-130 123-140 121-028
R2 122-160 122-160 120-292
R1 121-170 121-170 120-236 121-020
PP 120-190 120-190 120-190 120-115
S1 119-200 119-200 120-124 119-050
S2 118-220 118-220 120-068
S3 116-250 117-230 120-012
S4 114-280 115-260 119-164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-180 119-210 1-290 1.6% 0-000 0.0% 48% False False 2
10 121-180 118-140 3-040 2.6% 0-000 0.0% 68% False False 2
20 121-240 118-140 3-100 2.7% 0-000 0.0% 64% False False 2
40 125-140 118-140 7-000 5.8% 0-000 0.0% 30% False False 2
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 120-180
2.618 120-180
1.618 120-180
1.000 120-180
0.618 120-180
HIGH 120-180
0.618 120-180
0.500 120-180
0.382 120-180
LOW 120-180
0.618 120-180
1.000 120-180
1.618 120-180
2.618 120-180
4.250 120-180
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 120-180 120-143
PP 120-180 120-107
S1 120-180 120-070

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

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