CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 06-Apr-2009

Day Change Summary
	Previous	Current
	03-Apr-2009	06-Apr-2009	Change	Change %	Previous Week
Open	122-240	122-070	-0-170	-0.4%	124-000
High	123-055	122-120	-0-255	-0.6%	124-090
Low	121-310	121-265	-0-045	-0.1%	121-310
Close	121-310	121-270	-0-040	-0.1%	121-310
Range	1-065	0-175	-0-210	-54.5%	2-100
ATR	0-309	0-299	-0-010	-3.1%	0-000
Volume	605,812	753,270	147,458	24.3%	2,472,693

Daily Pivots for day following 06-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-210	123-095	122-046
R3	123-035	122-240	121-318
R2	122-180	122-180	121-302
R1	122-065	122-065	121-286	122-035
PP	122-005	122-005	122-005	121-310
S1	121-210	121-210	121-254	121-180
S2	121-150	121-150	121-238
S3	120-295	121-035	121-222
S4	120-120	120-180	121-174

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	121-265	2-145	2.0%	0-181	0.5%	1%	False	True	558,506
10	124-090	121-265	2-145	2.0%	0-202	0.5%	1%	False	True	575,139
20	126-010	120-240	5-090	4.3%	0-280	0.7%	21%	False	False	653,071
40	126-010	119-140	6-190	5.4%	0-202	0.5%	36%	False	False	453,779

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	0-054
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-224
2.618	123-258
1.618	123-083
1.000	122-295
0.618	122-228
HIGH	122-120
0.618	122-053
0.500	122-032
0.382	122-012
LOW	121-265
0.618	121-157
1.000	121-090
1.618	120-302
2.618	120-127
4.250	119-161

Fisher Pivots for day following 06-Apr-2009
Pivot	1 day	3 day
R1	122-032	122-268
PP	122-005	122-162
S1	121-298	122-056

Download as Excel Spreadsheet

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

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