CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 10-Jun-2009

Day Change Summary
	Previous	Current
	09-Jun-2009	10-Jun-2009	Change	Change %	Previous Week
Open	113-165	113-070	-0-095	-0.3%	116-220
High	113-265	113-175	-0-090	-0.2%	116-220
Low	113-160	113-030	-0-130	-0.4%	113-120
Close	113-220	113-120	-0-100	-0.3%	113-130
Range	0-105	0-145	0-040	38.1%	3-100
ATR	0-239	0-235	-0-003	-1.5%	0-000
Volume	614,682	581,536	-33,146	-5.4%	4,330,482

Daily Pivots for day following 10-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	114-223	114-157	113-200
R3	114-078	114-012	113-160
R2	113-253	113-253	113-147
R1	113-187	113-187	113-133	113-220
PP	113-108	113-108	113-108	113-125
S1	113-042	113-042	113-107	113-075
S2	112-283	112-283	113-093
S3	112-138	112-217	113-080
S4	111-313	112-072	113-040

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	115-305	113-030	2-275	2.5%	0-222	0.6%	10%	False	True	787,843
10	117-010	113-030	3-300	3.5%	0-234	0.6%	7%	False	True	815,988
20	120-110	113-030	7-080	6.4%	0-166	0.5%	4%	False	True	445,314
40	122-070	113-030	9-040	8.0%	0-083	0.2%	3%	False	True	223,721
60	124-110	113-030	11-080	9.9%	0-055	0.2%	3%	False	True	149,148
80	124-110	113-030	11-080	9.9%	0-041	0.1%	3%	False	True	111,862
100	124-110	113-030	11-080	9.9%	0-033	0.1%	3%	False	True	89,490
120	125-240	113-030	12-210	11.2%	0-028	0.1%	2%	False	True	74,575

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-151
2.618	114-235
1.618	114-090
1.000	114-000
0.618	113-265
HIGH	113-175
0.618	113-120
0.500	113-102
0.382	113-085
LOW	113-030
0.618	112-260
1.000	112-205
1.618	112-115
2.618	111-290
4.250	111-054

Fisher Pivots for day following 10-Jun-2009
Pivot	1 day	3 day
R1	113-114	113-148
PP	113-108	113-138
S1	113-102	113-129

Download as Excel Spreadsheet

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

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