CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 05-Jun-2009

Day Change Summary
	Previous	Current
	04-Jun-2009	05-Jun-2009	Change	Change %	Previous Week
Open	115-305	114-185	-1-120	-1.2%	116-220
High	115-305	114-190	-1-115	-1.2%	116-220
Low	115-005	113-120	-1-205	-1.4%	113-120
Close	115-005	113-130	-1-195	-1.4%	113-130
Range	0-300	1-070	0-090	30.0%	3-100
ATR	0-227	0-249	0-021	9.4%	0-000
Volume	880,703	733,062	-147,641	-16.8%	4,330,482

Daily Pivots for day following 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-143	116-207	114-024
R3	116-073	115-137	113-237
R2	115-003	115-003	113-202
R1	114-067	114-067	113-166	114-000
PP	113-253	113-253	113-253	113-220
S1	112-317	112-317	113-094	112-250
S2	112-183	112-183	113-058
S3	111-113	111-247	113-023
S4	110-043	110-177	112-236

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-137	122-073	115-073
R3	121-037	118-293	114-102
R2	117-257	117-257	114-004
R1	115-193	115-193	113-227	115-015
PP	114-157	114-157	114-157	114-068
S1	112-093	112-093	113-033	111-235
S2	111-057	111-057	112-256
S3	107-277	108-313	112-158
S4	104-177	105-213	111-187

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-220	113-120	3-100	2.9%	0-281	0.8%	1%	False	True	866,096
10	118-030	113-120	4-230	4.2%	0-260	0.7%	1%	False	True	642,174
20	120-110	113-120	6-310	6.1%	0-145	0.4%	0%	False	True	329,709
40	122-070	113-120	8-270	7.8%	0-072	0.2%	0%	False	True	165,585
60	124-110	113-120	10-310	9.7%	0-048	0.1%	0%	False	True	110,391
80	124-110	113-120	10-310	9.7%	0-036	0.1%	0%	False	True	82,793
100	124-110	113-120	10-310	9.7%	0-029	0.1%	0%	False	True	66,235
120	125-240	113-120	12-120	10.9%	0-024	0.1%	0%	False	True	55,196

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-248
2.618	117-251
1.618	116-181
1.000	115-260
0.618	115-111
HIGH	114-190
0.618	114-041
0.500	113-315
0.382	113-269
LOW	113-120
0.618	112-199
1.000	112-050
1.618	111-129
2.618	110-059
4.250	108-062

Fisher Pivots for day following 05-Jun-2009
Pivot	1 day	3 day
R1	113-315	114-260
PP	113-253	114-110
S1	113-192	113-280

Download as Excel Spreadsheet

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

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