CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 13-Apr-2009

Day Change Summary
	Previous	Current
	09-Apr-2009	13-Apr-2009	Change	Change %	Previous Week
Open	122-000	122-085	0-085	0.2%	122-070
High	122-230	123-035	0-125	0.3%	122-255
Low	122-000	122-080	0-080	0.2%	121-265
Close	122-105	123-035	0-250	0.6%	122-105
Range	0-230	0-275	0-045	19.6%	0-310
ATR	0-280	0-280	0-000	-0.1%	0-000
Volume	516,614	505,952	-10,662	-2.1%	2,159,503

Daily Pivots for day following 13-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-128	125-037	123-186
R3	124-173	124-082	123-111
R2	123-218	123-218	123-085
R1	123-127	123-127	123-060	123-172
PP	122-263	122-263	122-263	122-286
S1	122-172	122-172	123-010	122-218
S2	121-308	121-308	122-305
S3	121-033	121-217	122-279
S4	120-078	120-262	122-204

Weekly Pivots for week ending 10-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-072	124-238	122-276
R3	124-082	123-248	122-190
R2	123-092	123-092	122-162
R1	122-258	122-258	122-133	123-015
PP	122-102	122-102	122-102	122-140
S1	121-268	121-268	122-077	122-025
S2	121-112	121-112	122-048
S3	120-122	120-278	122-020
S4	119-132	119-288	121-254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-035	121-265	1-090	1.0%	0-179	0.5%	100%	True	False	533,091
10	124-090	121-265	2-145	2.0%	0-181	0.5%	52%	False	False	513,814
20	126-010	120-300	5-030	4.1%	0-264	0.7%	43%	False	False	601,615
40	126-010	119-190	6-140	5.2%	0-220	0.6%	55%	False	False	500,934
60	126-010	119-140	6-190	5.4%	0-147	0.4%	56%	False	False	335,072

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-244
2.618	125-115
1.618	124-160
1.000	123-310
0.618	123-205
HIGH	123-035
0.618	122-250
0.500	122-218
0.382	122-185
LOW	122-080
0.618	121-230
1.000	121-125
1.618	120-275
2.618	120-000
4.250	118-191

Fisher Pivots for day following 13-Apr-2009
Pivot	1 day	3 day
R1	122-309	122-296
PP	122-263	122-237
S1	122-218	122-178

Download as Excel Spreadsheet

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

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