CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 02-Jun-2009

Day Change Summary
	Previous	Current
	01-Jun-2009	02-Jun-2009	Change	Change %	Previous Week
Open	117-025	117-005	-0-020	-0.1%	119-155
High	117-025	117-075	0-050	0.1%	119-180
Low	117-015	117-005	-0-010	0.0%	117-030
Close	117-015	117-075	0-060	0.2%	118-200
Range	0-010	0-070	0-060	600.0%	2-150
ATR	0-271	0-257	-0-014	-5.3%	0-000
Volume	319,268	96,154	-223,114	-69.9%	4,635,762

Daily Pivots for day following 02-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-262	117-238	117-114
R3	117-192	117-168	117-094
R2	117-122	117-122	117-088
R1	117-098	117-098	117-081	117-110
PP	117-052	117-052	117-052	117-058
S1	117-028	117-028	117-069	117-040
S2	116-302	116-302	117-062
S3	116-232	116-278	117-056
S4	116-162	116-208	117-036

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-267	124-223	119-314
R3	123-117	122-073	119-097
R2	120-287	120-287	119-025
R1	119-243	119-243	118-272	119-030
PP	118-137	118-137	118-137	118-030
S1	117-093	117-093	118-128	116-200
S2	115-307	115-307	118-055
S3	113-157	114-263	117-303
S4	111-007	112-113	117-086

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-200	117-005	1-195	1.4%	0-188	0.5%	14%	False	True	875,507
10	121-125	117-005	4-120	3.7%	0-198	0.5%	5%	False	True	805,047
20	121-310	117-005	4-305	4.2%	0-188	0.5%	4%	False	True	692,184
40	123-255	117-005	6-250	5.8%	0-181	0.5%	3%	False	True	625,376
60	126-010	117-005	9-005	7.7%	0-215	0.6%	2%	False	True	635,242
80	126-010	117-005	9-005	7.7%	0-189	0.5%	2%	False	True	530,254

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-052
2.618	117-258
1.618	117-188
1.000	117-145
0.618	117-118
HIGH	117-075
0.618	117-048
0.500	117-040
0.382	117-032
LOW	117-005
0.618	116-282
1.000	116-255
1.618	116-212
2.618	116-142
4.250	116-028

Fisher Pivots for day following 02-Jun-2009
Pivot	1 day	3 day
R1	117-063	117-262
PP	117-052	117-200
S1	117-040	117-138

Download as Excel Spreadsheet

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

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