CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 23-Apr-2009

Day Change Summary
	Previous	Current
	22-Apr-2009	23-Apr-2009	Change	Change %	Previous Week
Open	122-170	121-210	-0-280	-0.7%	122-085
High	122-170	122-025	-0-145	-0.4%	123-255
Low	121-290	121-200	-0-090	-0.2%	122-080
Close	121-295	122-025	0-050	0.1%	122-090
Range	0-200	0-145	-0-055	-27.5%	1-175
ATR	0-262	0-253	-0-008	-3.2%	0-000
Volume	689,667	640,309	-49,358	-7.2%	2,349,685

Daily Pivots for day following 23-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-092	123-043	122-105
R3	122-267	122-218	122-065
R2	122-122	122-122	122-052
R1	122-073	122-073	122-038	122-098
PP	121-297	121-297	121-297	121-309
S1	121-248	121-248	122-012	121-272
S2	121-152	121-152	121-318
S3	121-007	121-103	121-305
S4	120-182	120-278	121-265

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	123-135	121-200	1-255	1.5%	0-210	0.5%	25%	False	True	584,044
10	123-255	121-200	2-055	1.8%	0-198	0.5%	21%	False	True	528,160
20	124-090	121-200	2-210	2.2%	0-189	0.5%	17%	False	True	539,362
40	126-010	119-190	6-140	5.3%	0-242	0.6%	39%	False	False	597,059
60	126-010	119-140	6-190	5.4%	0-171	0.4%	40%	False	False	405,921

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	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0-023
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-001
2.618	123-085
1.618	122-260
1.000	122-170
0.618	122-115
HIGH	122-025
0.618	121-290
0.500	121-272
0.382	121-255
LOW	121-200
0.618	121-110
1.000	121-055
1.618	120-285
2.618	120-140
4.250	119-224

Fisher Pivots for day following 23-Apr-2009
Pivot	1 day	3 day
R1	122-001	122-168
PP	121-297	122-120
S1	121-272	122-072

Download as Excel Spreadsheet

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

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