CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 03-Jun-2009

Day Change Summary
	Previous	Current
	02-Jun-2009	03-Jun-2009	Change	Change %	Previous Week
Open	117-005	117-220	0-215	0.6%	119-155
High	117-075	117-265	0-190	0.5%	119-180
Low	117-005	117-220	0-215	0.6%	117-030
Close	117-075	117-265	0-190	0.5%	118-200
Range	0-070	0-045	-0-025	-35.7%	2-150
ATR	0-257	0-252	-0-005	-1.9%	0-000
Volume	96,154	81,421	-14,733	-15.3%	4,635,762

Daily Pivots for day following 03-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-065	118-050	117-290
R3	118-020	118-005	117-277
R2	117-295	117-295	117-273
R1	117-280	117-280	117-269	117-288
PP	117-250	117-250	117-250	117-254
S1	117-235	117-235	117-261	117-242
S2	117-205	117-205	117-257
S3	117-160	117-190	117-253
S4	117-115	117-145	117-240

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%	0-122	0.3%	50%	False	False	693,709
10	121-125	117-005	4-120	3.7%	0-200	0.5%	19%	False	False	757,530
20	121-310	117-005	4-305	4.2%	0-186	0.5%	16%	False	False	677,669
40	123-255	117-005	6-250	5.8%	0-178	0.5%	12%	False	False	608,580
60	126-010	117-005	9-005	7.7%	0-212	0.6%	9%	False	False	623,410
80	126-010	117-005	9-005	7.7%	0-190	0.5%	9%	False	False	531,180

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	0-038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-136
2.618	118-063
1.618	118-018
1.000	117-310
0.618	117-293
HIGH	117-265
0.618	117-248
0.500	117-242
0.382	117-237
LOW	117-220
0.618	117-192
1.000	117-175
1.618	117-147
2.618	117-102
4.250	117-029

Fisher Pivots for day following 03-Jun-2009
Pivot	1 day	3 day
R1	117-258	117-222
PP	117-250	117-178
S1	117-242	117-135

Download as Excel Spreadsheet

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

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