CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 22-Apr-2009

Day Change Summary
	Previous	Current
	21-Apr-2009	22-Apr-2009	Change	Change %	Previous Week
Open	123-045	122-170	-0-195	-0.5%	122-085
High	123-135	122-170	-0-285	-0.7%	123-255
Low	122-125	121-290	-0-155	-0.4%	122-080
Close	122-130	121-295	-0-155	-0.4%	122-090
Range	1-010	0-200	-0-130	-39.4%	1-175
ATR	0-266	0-262	-0-005	-1.8%	0-000
Volume	501,166	689,667	188,501	37.6%	2,349,685

Daily Pivots for day following 22-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-318	123-187	122-085
R3	123-118	122-307	122-030
R2	122-238	122-238	122-012
R1	122-107	122-107	121-313	122-072
PP	122-038	122-038	122-038	122-021
S1	121-227	121-227	121-277	121-192
S2	121-158	121-158	121-258
S3	120-278	121-027	121-240
S4	120-078	120-147	121-185

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	123-190	121-290	1-220	1.4%	0-207	0.5%	1%	False	True	560,683
10	123-255	121-290	1-285	1.6%	0-196	0.5%	1%	False	True	505,649
20	124-090	121-265	2-145	2.0%	0-192	0.5%	4%	False	False	543,208
40	126-010	119-190	6-140	5.3%	0-243	0.6%	36%	False	False	585,219
60	126-010	119-140	6-190	5.4%	0-169	0.4%	38%	False	False	395,265

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	0-023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-060
2.618	124-054
1.618	123-174
1.000	123-050
0.618	122-294
HIGH	122-170
0.618	122-094
0.500	122-070
0.382	122-046
LOW	121-290
0.618	121-166
1.000	121-090
1.618	120-286
2.618	120-086
4.250	119-080

Fisher Pivots for day following 22-Apr-2009
Pivot	1 day	3 day
R1	122-070	122-212
PP	122-038	122-133
S1	122-007	122-054

Download as Excel Spreadsheet

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

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