CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 30-Mar-2009

Day Change Summary
	Previous	Current
	27-Mar-2009	30-Mar-2009	Change	Change %	Previous Week
Open	123-250	124-000	0-070	0.2%	124-195
High	123-280	124-050	0-090	0.2%	124-195
Low	123-070	123-185	0-115	0.3%	122-285
Close	123-105	123-245	0-140	0.4%	123-105
Range	0-210	0-185	-0-025	-11.9%	1-230
ATR	1-012	1-007	-0-005	-1.4%	0-000
Volume	667,485	433,433	-234,052	-35.1%	3,045,574

Daily Pivots for day following 30-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-182	125-078	124-027
R3	124-317	124-213	123-296
R2	124-132	124-132	123-279
R1	124-028	124-028	123-262	123-308
PP	123-267	123-267	123-267	123-246
S1	123-163	123-163	123-228	123-122
S2	123-082	123-082	123-211
S3	122-217	122-298	123-194
S4	122-032	122-113	123-143

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-245	127-245	124-088
R3	127-015	126-015	123-256
R2	125-105	125-105	123-206
R1	124-105	124-105	123-155	123-310
PP	123-195	123-195	123-195	123-138
S1	122-195	122-195	123-055	122-080
S2	121-285	121-285	123-004
S3	120-055	120-285	122-274
S4	118-145	119-055	122-122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-060	122-285	1-095	1.0%	0-222	0.6%	67%	False	False	591,772
10	126-010	120-300	5-030	4.1%	1-032	0.9%	56%	False	False	662,905
20	126-010	120-030	5-300	4.8%	0-286	0.7%	62%	False	False	684,299
40	126-010	119-140	6-190	5.3%	0-180	0.5%	66%	False	False	384,480

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-066
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-196
2.618	125-214
1.618	125-029
1.000	124-235
0.618	124-164
HIGH	124-050
0.618	123-299
0.500	123-278
0.382	123-256
LOW	123-185
0.618	123-071
1.000	123-000
1.618	122-206
2.618	122-021
4.250	121-039

Fisher Pivots for day following 30-Mar-2009
Pivot	1 day	3 day
R1	123-278	123-219
PP	123-267	123-193
S1	123-256	123-168

Download as Excel Spreadsheet

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

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