CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 27-May-2009

Day Change Summary
	Previous	Current
	26-May-2009	27-May-2009	Change	Change %	Previous Week
Open	118-010	116-280	-1-050	-1.0%	119-100
High	118-010	116-300	-1-030	-0.9%	119-140
Low	117-070	116-000	-1-070	-1.0%	117-230
Close	117-070	115-310	-1-080	-1.1%	117-210
Range	0-260	0-300	0-040	15.4%	1-230
ATR	0-163	0-180	0-016	9.9%	0-000
Volume	88,810	369,292	280,482	315.8%	258,091

Daily Pivots for day following 27-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-037	118-153	116-155
R3	118-057	117-173	116-072
R2	117-077	117-077	116-045
R1	116-193	116-193	116-018	116-145
PP	116-097	116-097	116-097	116-072
S1	115-213	115-213	115-282	115-165
S2	115-117	115-117	115-255
S3	114-137	114-233	115-228
S4	113-157	113-253	115-145

Weekly Pivots for week ending 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-137	122-083	118-192
R3	121-227	120-173	118-041
R2	119-317	119-317	117-311
R1	118-263	118-263	117-260	118-175
PP	118-087	118-087	118-087	118-042
S1	117-033	117-033	117-160	116-265
S2	116-177	116-177	117-109
S3	114-267	115-123	117-059
S4	113-037	113-213	116-228

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-140	116-000	3-140	3.0%	0-136	0.4%	-1%	False	True	139,301
10	120-110	116-000	4-110	3.7%	0-098	0.3%	-1%	False	True	74,640
20	120-110	116-000	4-110	3.7%	0-049	0.1%	-1%	False	True	39,114
40	122-220	116-000	6-220	5.8%	0-024	0.1%	0%	False	True	19,725
60	124-110	116-000	8-110	7.2%	0-016	0.0%	0%	False	True	13,151
80	124-110	116-000	8-110	7.2%	0-012	0.0%	0%	False	True	9,863
100	124-110	116-000	8-110	7.2%	0-010	0.0%	0%	False	True	7,891

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-007
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	120-295
2.618	119-125
1.618	118-145
1.000	117-280
0.618	117-165
HIGH	116-300
0.618	116-185
0.500	116-150
0.382	116-115
LOW	116-000
0.618	115-135
1.000	115-020
1.618	114-155
2.618	113-175
4.250	112-005

Fisher Pivots for day following 27-May-2009
Pivot	1 day	3 day
R1	116-150	117-015
PP	116-097	116-220
S1	116-043	116-105

Download as Excel Spreadsheet

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

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