CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 03-Apr-2009

Day Change Summary
	Previous	Current
	02-Apr-2009	03-Apr-2009	Change	Change %	Previous Week
Open	123-195	122-240	-0-275	-0.7%	124-000
High	123-270	123-055	-0-215	-0.5%	124-090
Low	123-075	121-310	-1-085	-1.0%	121-310
Close	123-120	121-310	-1-130	-1.1%	121-310
Range	0-195	1-065	0-190	97.4%	2-100
ATR	0-298	0-309	0-011	3.6%	0-000
Volume	485,860	605,812	119,952	24.7%	2,472,693

Daily Pivots for day following 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-313	125-057	122-202
R3	124-248	123-312	122-096
R2	123-183	123-183	122-061
R1	122-247	122-247	122-025	122-182
PP	122-118	122-118	122-118	122-086
S1	121-182	121-182	121-275	121-118
S2	121-053	121-053	121-239
S3	119-308	120-117	121-204
S4	118-243	119-052	121-098

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	129-217	128-043	123-077
R3	127-117	125-263	122-194
R2	125-017	125-017	122-126
R1	123-163	123-163	122-058	123-040
PP	122-237	122-237	122-237	122-175
S1	121-063	121-063	121-242	120-260
S2	120-137	120-137	121-174
S3	118-037	118-283	121-106
S4	115-257	116-183	120-223

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-090	121-310	2-100	1.9%	0-183	0.5%	0%	False	True	494,538
10	124-195	121-310	2-205	2.2%	0-194	0.5%	0%	False	True	551,826
20	126-010	120-240	5-090	4.3%	0-285	0.7%	23%	False	False	654,974
40	126-010	119-140	6-190	5.4%	0-198	0.5%	38%	False	False	435,132

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	128-091
2.618	126-103
1.618	125-038
1.000	124-120
0.618	123-293
HIGH	123-055
0.618	122-228
0.500	122-182
0.382	122-137
LOW	121-310
0.618	121-072
1.000	120-245
1.618	120-007
2.618	118-262
4.250	116-274

Fisher Pivots for day following 03-Apr-2009
Pivot	1 day	3 day
R1	122-182	123-040
PP	122-118	122-237
S1	122-054	122-113

Download as Excel Spreadsheet

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

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