CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 29-Apr-2009

Day Change Summary
	Previous	Current
	28-Apr-2009	29-Apr-2009	Change	Change %	Previous Week
Open	122-055	121-215	-0-160	-0.4%	122-235
High	122-055	121-240	-0-135	-0.3%	123-135
Low	121-215	121-005	-0-210	-0.5%	121-175
Close	121-215	121-040	-0-175	-0.4%	121-175
Range	0-160	0-235	0-075	46.9%	1-280
ATR	0-244	0-243	-0-001	-0.3%	0-000
Volume	609,303	686,531	77,228	12.7%	3,086,832

Daily Pivots for day following 29-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-160	123-015	121-169
R3	122-245	122-100	121-105
R2	122-010	122-010	121-083
R1	121-185	121-185	121-062	121-140
PP	121-095	121-095	121-095	121-072
S1	120-270	120-270	121-018	120-225
S2	120-180	120-180	120-317
S3	119-265	120-035	120-295
S4	119-030	119-120	120-231

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	122-100	121-005	1-095	1.1%	0-165	0.4%	8%	False	True	618,640
10	123-190	121-005	2-185	2.1%	0-186	0.5%	4%	False	True	589,661
20	124-090	121-005	3-085	2.7%	0-186	0.5%	3%	False	True	545,314
40	126-010	120-030	5-300	4.9%	0-234	0.6%	17%	False	False	612,316
60	126-010	119-140	6-190	5.4%	0-183	0.5%	26%	False	False	446,554

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	124-279
2.618	123-215
1.618	122-300
1.000	122-155
0.618	122-065
HIGH	121-240
0.618	121-150
0.500	121-122
0.382	121-095
LOW	121-005
0.618	120-180
1.000	120-090
1.618	119-265
2.618	119-030
4.250	117-286

Fisher Pivots for day following 29-Apr-2009
Pivot	1 day	3 day
R1	121-122	121-212
PP	121-095	121-155
S1	121-068	121-098

Download as Excel Spreadsheet

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

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