CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 22-May-2009

Day Change Summary
	Previous	Current
	21-May-2009	22-May-2009	Change	Change %	Previous Week
Open	121-035	119-170	-1-185	-1.3%	121-225
High	121-125	119-200	-1-245	-1.5%	121-225
Low	119-295	119-055	-0-240	-0.6%	119-055
Close	119-295	119-055	-0-240	-0.6%	119-055
Range	1-150	0-145	-1-005	-69.1%	2-170
ATR	0-223	0-224	0-001	0.5%	0-000
Volume	716,545	1,080,205	363,660	50.8%	3,530,808

Daily Pivots for day following 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-218	120-122	119-135
R3	120-073	119-297	119-095
R2	119-248	119-248	119-082
R1	119-152	119-152	119-068	119-128
PP	119-103	119-103	119-103	119-091
S1	119-007	119-007	119-042	118-302
S2	118-278	118-278	119-028
S3	118-133	118-182	119-015
S4	117-308	118-037	118-295

Weekly Pivots for week ending 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	127-195	125-295	120-180
R3	125-025	123-125	119-278
R2	122-175	122-175	119-204
R1	120-275	120-275	119-129	120-140
PP	120-005	120-005	120-005	119-258
S1	118-105	118-105	118-301	117-290
S2	117-155	117-155	118-226
S3	114-305	115-255	118-152
S4	112-135	113-085	117-250

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-225	119-055	2-170	2.1%	0-212	0.6%	0%	False	True	706,161
10	121-310	119-055	2-255	2.3%	0-178	0.5%	0%	False	True	647,679
20	122-100	119-055	3-045	2.6%	0-178	0.5%	0%	False	True	618,393
40	124-090	119-055	5-035	4.3%	0-179	0.5%	0%	False	True	577,601
60	126-010	119-055	6-275	5.8%	0-216	0.6%	0%	False	True	611,252
80	126-010	119-055	6-275	5.8%	0-174	0.5%	0%	False	True	467,404

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-176
2.618	120-260
1.618	120-115
1.000	120-025
0.618	119-290
HIGH	119-200
0.618	119-145
0.500	119-128
0.382	119-110
LOW	119-055
0.618	118-285
1.000	118-230
1.618	118-140
2.618	117-315
4.250	117-079

Fisher Pivots for day following 22-May-2009
Pivot	1 day	3 day
R1	119-128	120-090
PP	119-103	119-292
S1	119-079	119-173

Download as Excel Spreadsheet

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

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