CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 08-Apr-2009

Day Change Summary
	Previous	Current
	07-Apr-2009	08-Apr-2009	Change	Change %	Previous Week
Open	122-090	122-135	0-045	0.1%	124-000
High	122-115	122-255	0-140	0.4%	124-090
Low	122-030	122-125	0-095	0.2%	121-310
Close	122-060	122-240	0-180	0.5%	121-310
Range	0-085	0-130	0-045	52.9%	2-100
ATR	0-290	0-283	-0-007	-2.3%	0-000
Volume	474,417	415,202	-59,215	-12.5%	2,472,693

Daily Pivots for day following 08-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-277	123-228	122-312
R3	123-147	123-098	122-276
R2	123-017	123-017	122-264
R1	122-288	122-288	122-252	122-312
PP	122-207	122-207	122-207	122-219
S1	122-158	122-158	122-228	122-182
S2	122-077	122-077	122-216
S3	121-267	122-028	122-204
S4	121-137	121-218	122-168

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	123-270	121-265	2-005	1.6%	0-194	0.5%	46%	False	False	546,912
10	124-090	121-265	2-145	2.0%	0-180	0.5%	38%	False	False	550,564
20	126-010	120-300	5-030	4.1%	0-270	0.7%	36%	False	False	627,120
40	126-010	119-190	6-140	5.2%	0-208	0.5%	49%	False	False	475,707

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-168
2.618	123-275
1.618	123-145
1.000	123-065
0.618	123-015
HIGH	122-255
0.618	122-205
0.500	122-190
0.382	122-175
LOW	122-125
0.618	122-045
1.000	121-315
1.618	121-235
2.618	121-105
4.250	120-212

Fisher Pivots for day following 08-Apr-2009
Pivot	1 day	3 day
R1	122-223	122-193
PP	122-207	122-147
S1	122-190	122-100

Download as Excel Spreadsheet

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

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