CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 16-Apr-2009

Day Change Summary
	Previous	Current
	15-Apr-2009	16-Apr-2009	Change	Change %	Previous Week
Open	123-200	123-120	-0-080	-0.2%	122-070
High	123-255	123-190	-0-065	-0.2%	122-255
Low	123-120	123-060	-0-060	-0.2%	121-265
Close	123-255	123-070	-0-185	-0.5%	122-105
Range	0-135	0-130	-0-005	-3.7%	0-310
ATR	0-261	0-257	-0-005	-1.8%	0-000
Volume	481,761	523,504	41,743	8.7%	2,159,503

Daily Pivots for day following 16-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-177	124-093	123-142
R3	124-047	123-283	123-106
R2	123-237	123-237	123-094
R1	123-153	123-153	123-082	123-130
PP	123-107	123-107	123-107	123-095
S1	123-023	123-023	123-058	123-000
S2	122-297	122-297	123-046
S3	122-167	122-213	123-034
S4	122-037	122-083	122-318

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	123-255	122-000	1-255	1.5%	0-186	0.5%	68%	False	False	472,275
10	123-270	121-265	2-005	1.6%	0-190	0.5%	69%	False	False	509,594
20	126-010	121-265	4-065	3.4%	0-194	0.5%	33%	False	False	572,200
40	126-010	119-190	6-140	5.2%	0-230	0.6%	56%	False	False	533,594
60	126-010	119-140	6-190	5.4%	0-154	0.4%	57%	False	False	357,374

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-102
2.618	124-210
1.618	124-080
1.000	124-000
0.618	123-270
HIGH	123-190
0.618	123-140
0.500	123-125
0.382	123-110
LOW	123-060
0.618	122-300
1.000	122-250
1.618	122-170
2.618	122-040
4.250	121-148

Fisher Pivots for day following 16-Apr-2009
Pivot	1 day	3 day
R1	123-125	123-142
PP	123-107	123-118
S1	123-088	123-094

Download as Excel Spreadsheet

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

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