CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 28-Apr-2009

Day Change Summary
	Previous	Current
	27-Apr-2009	28-Apr-2009	Change	Change %	Previous Week
Open	122-010	122-055	0-045	0.1%	122-235
High	122-100	122-055	-0-045	-0.1%	123-135
Low	121-240	121-215	-0-025	-0.1%	121-175
Close	122-095	121-215	-0-200	-0.5%	121-175
Range	0-180	0-160	-0-020	-11.1%	1-280
ATR	0-247	0-244	-0-003	-1.4%	0-000
Volume	485,529	609,303	123,774	25.5%	3,086,832

Daily Pivots for day following 28-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-108	123-002	121-303
R3	122-268	122-162	121-259
R2	122-108	122-108	121-244
R1	122-002	122-002	121-230	121-295
PP	121-268	121-268	121-268	121-255
S1	121-162	121-162	121-200	121-135
S2	121-108	121-108	121-186
S3	120-268	121-002	121-171
S4	120-108	120-162	121-127

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	127-255	126-175	122-185
R3	125-295	124-215	122-020
R2	124-015	124-015	121-285
R1	122-255	122-255	121-230	122-155
PP	122-055	122-055	122-055	122-005
S1	120-295	120-295	121-120	120-195
S2	120-095	120-095	121-065
S3	118-135	119-015	121-010
S4	116-175	117-055	120-165

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-170	121-175	0-315	0.8%	0-158	0.4%	13%	False	False	619,267
10	123-255	121-175	2-080	1.8%	0-176	0.5%	6%	False	False	569,184
20	124-090	121-175	2-235	2.2%	0-177	0.5%	5%	False	False	536,505
40	126-010	120-030	5-300	4.9%	0-232	0.6%	27%	False	False	610,402
60	126-010	119-140	6-190	5.4%	0-179	0.5%	34%	False	False	435,155

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-095
2.618	123-154
1.618	122-314
1.000	122-215
0.618	122-154
HIGH	122-055
0.618	121-314
0.500	121-295
0.382	121-276
LOW	121-215
0.618	121-116
1.000	121-055
1.618	120-276
2.618	120-116
4.250	119-175

Fisher Pivots for day following 28-Apr-2009
Pivot	1 day	3 day
R1	121-295	121-298
PP	121-268	121-270
S1	121-242	121-242

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols