CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 07-Apr-2009

Day Change Summary
	Previous	Current
	06-Apr-2009	07-Apr-2009	Change	Change %	Previous Week
Open	122-070	122-090	0-020	0.1%	124-000
High	122-120	122-115	-0-005	0.0%	124-090
Low	121-265	122-030	0-085	0.2%	121-310
Close	121-270	122-060	0-110	0.3%	121-310
Range	0-175	0-085	-0-090	-51.4%	2-100
ATR	0-299	0-290	-0-010	-3.2%	0-000
Volume	753,270	474,417	-278,853	-37.0%	2,472,693

Daily Pivots for day following 07-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-003	122-277	122-107
R3	122-238	122-192	122-083
R2	122-153	122-153	122-076
R1	122-107	122-107	122-068	122-088
PP	122-068	122-068	122-068	122-059
S1	122-022	122-022	122-052	122-002
S2	121-303	121-303	122-044
S3	121-218	121-257	122-037
S4	121-133	121-172	122-013

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%	0-186	0.5%	15%	False	False	551,320
10	124-090	121-265	2-145	2.0%	0-188	0.5%	15%	False	False	580,767
20	126-010	120-240	5-090	4.3%	0-271	0.7%	27%	False	False	635,278
40	126-010	119-140	6-190	5.4%	0-204	0.5%	42%	False	False	465,421

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	123-156
2.618	123-018
1.618	122-253
1.000	122-200
0.618	122-168
HIGH	122-115
0.618	122-083
0.500	122-072
0.382	122-062
LOW	122-030
0.618	121-297
1.000	121-265
1.618	121-212
2.618	121-127
4.250	120-309

Fisher Pivots for day following 07-Apr-2009
Pivot	1 day	3 day
R1	122-072	122-160
PP	122-068	122-127
S1	122-064	122-093

Download as Excel Spreadsheet

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

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