CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 121-250 120-120 -1-130 -1.2% 122-050
High 121-250 120-120 -1-130 -1.2% 122-220
Low 121-250 120-120 -1-130 -1.2% 120-120
Close 121-250 120-120 -1-130 -1.2% 120-120
Range
ATR 0-211 0-228 0-017 8.1% 0-000
Volume 2 0 -2 -100.0% 13
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 120-120 120-120 120-120
R3 120-120 120-120 120-120
R2 120-120 120-120 120-120
R1 120-120 120-120 120-120 120-120
PP 120-120 120-120 120-120 120-120
S1 120-120 120-120 120-120 120-120
S2 120-120 120-120 120-120
S3 120-120 120-120 120-120
S4 120-120 120-120 120-120
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 128-027 126-173 121-207
R3 125-247 124-073 121-004
R2 123-147 123-147 120-256
R1 121-293 121-293 120-188 121-170
PP 121-047 121-047 121-047 120-305
S1 119-193 119-193 120-052 119-070
S2 118-267 118-267 119-304
S3 116-167 117-093 119-236
S4 114-067 114-313 119-033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-220 120-120 2-100 1.9% 0-000 0.0% 0% False True 2
10 123-020 120-120 2-220 2.2% 0-000 0.0% 0% False True 2
20 124-110 119-270 4-160 3.7% 0-000 0.0% 12% False False 2
40 124-110 118-140 5-290 4.9% 0-000 0.0% 33% False False 2
60 124-110 118-140 5-290 4.9% 0-000 0.0% 33% False False 2
80 125-240 118-140 7-100 6.1% 0-000 0.0% 26% False False 2
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 120-120
2.618 120-120
1.618 120-120
1.000 120-120
0.618 120-120
HIGH 120-120
0.618 120-120
0.500 120-120
0.382 120-120
LOW 120-120
0.618 120-120
1.000 120-120
1.618 120-120
2.618 120-120
4.250 120-120
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 120-120 121-170
PP 120-120 121-047
S1 120-120 120-243

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

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