CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 17-Apr-2009

Day Change Summary
	Previous	Current
	16-Apr-2009	17-Apr-2009	Change	Change %	Previous Week
Open	123-120	122-315	-0-125	-0.3%	122-085
High	123-190	122-315	-0-195	-0.5%	123-255
Low	123-060	122-090	-0-290	-0.7%	122-080
Close	123-070	122-090	-0-300	-0.8%	122-090
Range	0-130	0-225	0-095	73.1%	1-175
ATR	0-257	0-260	0-003	1.2%	0-000
Volume	523,504	504,920	-18,584	-3.5%	2,349,685

Daily Pivots for day following 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-200	124-050	122-214
R3	123-295	123-145	122-152
R2	123-070	123-070	122-131
R1	122-240	122-240	122-111	122-202
PP	122-165	122-165	122-165	122-146
S1	122-015	122-015	122-069	121-298
S2	121-260	121-260	122-049
S3	121-035	121-110	122-028
S4	120-130	120-205	121-286

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	127-133	126-127	123-042
R3	125-278	124-272	122-226
R2	124-103	124-103	122-181
R1	123-097	123-097	122-135	123-260
PP	122-248	122-248	122-248	123-010
S1	121-242	121-242	122-045	122-085
S2	121-073	121-073	121-319
S3	119-218	120-067	121-274
S4	118-043	118-212	121-138

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-255	122-080	1-175	1.3%	0-185	0.5%	2%	False	False	469,937
10	123-255	121-265	1-310	1.6%	0-193	0.5%	23%	False	False	511,500
20	124-290	121-265	3-025	2.5%	0-182	0.5%	15%	False	False	545,923
40	126-010	119-190	6-140	5.3%	0-231	0.6%	42%	False	False	545,684
60	126-010	119-140	6-190	5.4%	0-158	0.4%	43%	False	False	365,785

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-034
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-311
2.618	124-264
1.618	124-039
1.000	123-220
0.618	123-134
HIGH	122-315
0.618	122-229
0.500	122-202
0.382	122-176
LOW	122-090
0.618	121-271
1.000	121-185
1.618	121-046
2.618	120-141
4.250	119-094

Fisher Pivots for day following 17-Apr-2009
Pivot	1 day	3 day
R1	122-202	123-012
PP	122-165	122-252
S1	122-128	122-171

Download as Excel Spreadsheet

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

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