CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 01-Apr-2009

Day Change Summary
	Previous	Current
	31-Mar-2009	01-Apr-2009	Change	Change %	Previous Week
Open	123-290	124-075	0-105	0.3%	124-195
High	124-025	124-090	0-065	0.2%	124-195
Low	123-285	124-000	0-035	0.1%	122-285
Close	124-025	124-090	0-065	0.2%	123-105
Range	0-060	0-090	0-030	50.0%	1-230
ATR	0-311	0-295	-0-016	-5.1%	0-000
Volume	510,346	437,242	-73,104	-14.3%	3,045,574

Daily Pivots for day following 01-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-010	124-300	124-140
R3	124-240	124-210	124-115
R2	124-150	124-150	124-106
R1	124-120	124-120	124-098	124-135
PP	124-060	124-060	124-060	124-068
S1	124-030	124-030	124-082	124-045
S2	123-290	123-290	124-074
S3	123-200	123-260	124-065
S4	123-110	123-170	124-040

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	124-090	122-285	1-125	1.1%	0-165	0.4%	100%	True	False	554,217
10	126-010	122-285	3-045	2.5%	0-198	0.5%	44%	False	False	634,807
20	126-010	120-030	5-300	4.8%	0-276	0.7%	71%	False	False	668,428
40	126-010	119-140	6-190	5.3%	0-183	0.5%	73%	False	False	408,082

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-056
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-152
2.618	125-006
1.618	124-236
1.000	124-180
0.618	124-146
HIGH	124-090
0.618	124-056
0.500	124-045
0.382	124-034
LOW	124-000
0.618	123-264
1.000	123-230
1.618	123-174
2.618	123-084
4.250	122-258

Fisher Pivots for day following 01-Apr-2009
Pivot	1 day	3 day
R1	124-075	124-052
PP	124-060	124-015
S1	124-045	123-298

Download as Excel Spreadsheet

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

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