CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 08-Jun-2009

Day Change Summary
	Previous	Current
	05-Jun-2009	08-Jun-2009	Change	Change %	Previous Week
Open	114-185	113-250	-0-255	-0.7%	116-220
High	114-190	113-250	-0-260	-0.7%	116-220
Low	113-120	113-080	-0-040	-0.1%	113-120
Close	113-130	113-080	-0-050	-0.1%	113-130
Range	1-070	0-170	-0-220	-56.4%	3-100
ATR	0-249	0-243	-0-006	-2.3%	0-000
Volume	733,062	1,129,235	396,173	54.0%	4,330,482

Daily Pivots for day following 08-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	115-007	114-213	113-174
R3	114-157	114-043	113-127
R2	113-307	113-307	113-111
R1	113-193	113-193	113-096	113-165
PP	113-137	113-137	113-137	113-122
S1	113-023	113-023	113-064	112-315
S2	112-287	112-287	113-049
S3	112-117	112-173	113-033
S4	111-267	112-003	112-306

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	116-080	113-080	3-000	2.6%	0-231	0.6%	0%	False	True	911,947
10	118-010	113-080	4-250	4.2%	0-264	0.7%	0%	False	True	742,176
20	120-110	113-080	7-030	6.3%	0-153	0.4%	0%	False	True	386,076
40	122-070	113-080	8-310	7.9%	0-077	0.2%	0%	False	True	193,816
60	124-110	113-080	11-030	9.8%	0-051	0.1%	0%	False	True	129,211
80	124-110	113-080	11-030	9.8%	0-038	0.1%	0%	False	True	96,909
100	124-110	113-080	11-030	9.8%	0-031	0.1%	0%	False	True	77,527
120	125-240	113-080	12-160	11.0%	0-026	0.1%	0%	False	True	64,606

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	0-012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-012
2.618	115-055
1.618	114-205
1.000	114-100
0.618	114-035
HIGH	113-250
0.618	113-185
0.500	113-165
0.382	113-145
LOW	113-080
0.618	112-295
1.000	112-230
1.618	112-125
2.618	111-275
4.250	110-318

Fisher Pivots for day following 08-Jun-2009
Pivot	1 day	3 day
R1	113-165	114-192
PP	113-137	114-048
S1	113-108	113-224

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

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