CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 02-Apr-2009

Day Change Summary
	Previous	Current
	01-Apr-2009	02-Apr-2009	Change	Change %	Previous Week
Open	124-075	123-195	-0-200	-0.5%	124-195
High	124-090	123-270	-0-140	-0.4%	124-195
Low	124-000	123-075	-0-245	-0.6%	122-285
Close	124-090	123-120	-0-290	-0.7%	123-105
Range	0-090	0-195	0-105	116.7%	1-230
ATR	0-295	0-298	0-003	1.0%	0-000
Volume	437,242	485,860	48,618	11.1%	3,045,574

Daily Pivots for day following 02-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-100	124-305	123-227
R3	124-225	124-110	123-174
R2	124-030	124-030	123-156
R1	123-235	123-235	123-138	123-195
PP	123-155	123-155	123-155	123-135
S1	123-040	123-040	123-102	123-000
S2	122-280	122-280	123-084
S3	122-085	122-165	123-066
S4	121-210	121-290	123-013

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	123-070	1-020	0.9%	0-148	0.4%	15%	False	False	506,873
10	124-290	122-285	2-005	1.6%	0-170	0.4%	24%	False	False	580,346
20	126-010	120-240	5-090	4.3%	0-278	0.7%	50%	False	False	659,425
40	126-010	119-140	6-190	5.3%	0-188	0.5%	60%	False	False	420,117

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-139
2.618	125-141
1.618	124-266
1.000	124-145
0.618	124-071
HIGH	123-270
0.618	123-196
0.500	123-172
0.382	123-149
LOW	123-075
0.618	122-274
1.000	122-200
1.618	122-079
2.618	121-204
4.250	120-206

Fisher Pivots for day following 02-Apr-2009
Pivot	1 day	3 day
R1	123-172	123-242
PP	123-155	123-202
S1	123-138	123-161

Download as Excel Spreadsheet

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

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