CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 13-May-2009

Day Change Summary
	Previous	Current
	12-May-2009	13-May-2009	Change	Change %	Previous Week
Open	120-310	121-095	0-105	0.3%	120-220
High	121-130	121-280	0-150	0.4%	121-110
Low	120-295	121-095	0-120	0.3%	119-275
Close	121-095	121-235	0-140	0.4%	120-115
Range	0-155	0-185	0-030	19.4%	1-155
ATR	0-229	0-226	-0-003	-1.4%	0-000
Volume	515,537	574,302	58,765	11.4%	2,697,710

Daily Pivots for day following 13-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-118	123-042	122-017
R3	122-253	122-177	121-286
R2	122-068	122-068	121-269
R1	121-312	121-312	121-252	122-030
PP	121-203	121-203	121-203	121-222
S1	121-127	121-127	121-218	121-165
S2	121-018	121-018	121-201
S3	120-153	120-262	121-184
S4	119-288	120-077	121-133

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-312	124-048	121-056
R3	123-157	122-213	120-246
R2	122-002	122-002	120-202
R1	121-058	121-058	120-159	120-272
PP	120-167	120-167	120-167	120-114
S1	119-223	119-223	120-071	119-118
S2	119-012	119-012	120-028
S3	117-177	118-068	119-304
S4	116-022	116-233	119-174

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-280	119-275	2-005	1.7%	0-180	0.5%	93%	True	False	648,002
10	121-280	119-275	2-005	1.7%	0-162	0.4%	93%	True	False	587,856
20	123-190	119-275	3-235	3.1%	0-174	0.4%	50%	False	False	588,759
40	126-010	119-275	6-055	5.1%	0-216	0.6%	30%	False	False	583,793
60	126-010	119-190	6-140	5.3%	0-209	0.5%	33%	False	False	543,337
80	126-010	119-140	6-190	5.4%	0-157	0.4%	35%	False	False	408,680

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-106
2.618	123-124
1.618	122-259
1.000	122-145
0.618	122-074
HIGH	121-280
0.618	121-209
0.500	121-188
0.382	121-166
LOW	121-095
0.618	120-301
1.000	120-230
1.618	120-116
2.618	119-251
4.250	118-269

Fisher Pivots for day following 13-May-2009
Pivot	1 day	3 day
R1	121-219	121-199
PP	121-203	121-163
S1	121-188	121-128

Download as Excel Spreadsheet

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

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