CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 20-Apr-2009

Day Change Summary
	Previous	Current
	17-Apr-2009	20-Apr-2009	Change	Change %	Previous Week
Open	122-315	122-235	-0-080	-0.2%	122-085
High	122-315	123-055	0-060	0.2%	123-255
Low	122-090	122-225	0-135	0.3%	122-080
Close	122-090	123-010	0-240	0.6%	122-090
Range	0-225	0-150	-0-075	-33.3%	1-175
ATR	0-260	0-261	0-002	0.7%	0-000
Volume	504,920	584,160	79,240	15.7%	2,349,685

Daily Pivots for day following 20-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-120	124-055	123-092
R3	123-290	123-225	123-051
R2	123-140	123-140	123-038
R1	123-075	123-075	123-024	123-108
PP	122-310	122-310	122-310	123-006
S1	122-245	122-245	122-316	122-278
S2	122-160	122-160	122-302
S3	122-010	122-095	122-289
S4	121-180	121-265	122-248

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	122-090	1-165	1.2%	0-160	0.4%	49%	False	False	485,578
10	123-255	121-265	1-310	1.6%	0-170	0.4%	61%	False	False	509,334
20	124-195	121-265	2-250	2.3%	0-182	0.5%	43%	False	False	530,580
40	126-010	119-190	6-140	5.2%	0-234	0.6%	53%	False	False	558,551
60	126-010	119-140	6-190	5.4%	0-160	0.4%	55%	False	False	375,516

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-052
2.618	124-128
1.618	123-298
1.000	123-205
0.618	123-148
HIGH	123-055
0.618	122-318
0.500	122-300
0.382	122-282
LOW	122-225
0.618	122-132
1.000	122-075
1.618	121-302
2.618	121-152
4.250	120-228

Fisher Pivots for day following 20-Apr-2009
Pivot	1 day	3 day
R1	123-000	123-000
PP	122-310	122-310
S1	122-300	122-300

Download as Excel Spreadsheet

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

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