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

Download as Excel Spreadsheet

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

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