CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 123-190 123-020 -0-170 -0.4% 120-170
High 123-190 123-020 -0-170 -0.4% 124-110
Low 123-190 123-020 -0-170 -0.4% 119-300
Close 123-190 123-020 -0-170 -0.4% 123-190
Range
ATR 0-264 0-258 -0-007 -2.6% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 123-020 123-020 123-020
R3 123-020 123-020 123-020
R2 123-020 123-020 123-020
R1 123-020 123-020 123-020 123-020
PP 123-020 123-020 123-020 123-020
S1 123-020 123-020 123-020 123-020
S2 123-020 123-020 123-020
S3 123-020 123-020 123-020
S4 123-020 123-020 123-020
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 135-270 134-040 126-006
R3 131-140 129-230 124-258
R2 127-010 127-010 124-128
R1 125-100 125-100 123-319 126-055
PP 122-200 122-200 122-200 123-018
S1 120-290 120-290 123-061 121-245
S2 118-070 118-070 122-252
S3 113-260 116-160 122-122
S4 109-130 112-030 121-054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-110 119-300 4-130 3.6% 0-000 0.0% 71% False False 2
10 124-110 119-270 4-160 3.7% 0-000 0.0% 72% False False 2
20 124-110 118-260 5-170 4.5% 0-000 0.0% 77% False False 2
40 124-110 118-140 5-290 4.8% 0-000 0.0% 78% False False 2
60 125-140 118-140 7-000 5.7% 0-000 0.0% 66% 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
4.250 123-020
2.618 123-020
1.618 123-020
1.000 123-020
0.618 123-020
HIGH 123-020
0.618 123-020
0.500 123-020
0.382 123-020
LOW 123-020
0.618 123-020
1.000 123-020
1.618 123-020
2.618 123-020
4.250 123-020
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 123-020 123-105
PP 123-020 123-077
S1 123-020 123-048

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

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