CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 21-May-2009

Day Change Summary
	Previous	Current
	20-May-2009	21-May-2009	Change	Change %	Previous Week
Open	120-265	121-035	0-090	0.2%	120-315
High	121-025	121-125	0-100	0.3%	121-310
Low	120-210	119-295	-0-235	-0.6%	120-295
Close	120-305	119-295	-1-010	-0.9%	121-165
Range	0-135	1-150	1-015	248.1%	1-015
ATR	0-204	0-223	0-019	9.3%	0-000
Volume	645,954	716,545	70,591	10.9%	2,945,989

Daily Pivots for day following 21-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-262	123-268	120-234
R3	123-112	122-118	120-104
R2	121-282	121-282	120-061
R1	120-288	120-288	120-018	120-210
PP	120-132	120-132	120-132	120-092
S1	119-138	119-138	119-252	119-060
S2	118-302	118-302	119-209
S3	117-152	117-308	119-166
S4	116-002	116-158	119-036

Weekly Pivots for week ending 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-195	124-035	122-029
R3	123-180	123-020	121-257
R2	122-165	122-165	121-226
R1	122-005	122-005	121-196	122-085
PP	121-150	121-150	121-150	121-190
S1	120-310	120-310	121-134	121-070
S2	120-135	120-135	121-104
S3	119-120	119-295	121-073
S4	118-105	118-280	120-301

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-230	119-295	1-255	1.5%	0-213	0.6%	0%	False	True	595,736
10	121-310	119-275	2-035	1.8%	0-186	0.5%	3%	False	False	625,473
20	122-100	119-275	2-145	2.0%	0-176	0.5%	3%	False	False	597,959
40	124-090	119-275	4-135	3.7%	0-182	0.5%	1%	False	False	568,661
60	126-010	119-190	6-140	5.4%	0-220	0.6%	5%	False	False	597,359
80	126-010	119-140	6-190	5.5%	0-172	0.4%	7%	False	False	453,930

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	127-202
2.618	125-075
1.618	123-245
1.000	122-275
0.618	122-095
HIGH	121-125
0.618	120-265
0.500	120-210
0.382	120-155
LOW	119-295
0.618	119-005
1.000	118-145
1.618	117-175
2.618	116-025
4.250	113-218

Fisher Pivots for day following 21-May-2009
Pivot	1 day	3 day
R1	120-210	120-210
PP	120-132	120-132
S1	120-053	120-053

Download as Excel Spreadsheet

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

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