CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 30-Jun-2009

Day Change Summary
	Previous	Current
	29-Jun-2009	30-Jun-2009	Change	Change %	Previous Week
Open	116-180	116-135	-0-045	-0.1%	114-310
High	116-205	116-180	-0-025	-0.1%	116-150
Low	116-125	115-295	-0-150	-0.4%	114-175
Close	116-145	116-085	-0-060	-0.2%	116-130
Range	0-080	0-205	0-125	156.3%	1-295
ATR	0-236	0-234	-0-002	-0.9%	0-000
Volume	644,965	521,031	-123,934	-19.2%	3,589,722

Daily Pivots for day following 30-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-055	117-275	116-198
R3	117-170	117-070	116-141
R2	116-285	116-285	116-123
R1	116-185	116-185	116-104	116-132
PP	116-080	116-080	116-080	116-054
S1	115-300	115-300	116-066	115-248
S2	115-195	115-195	116-047
S3	114-310	115-095	116-029
S4	114-105	114-210	115-292

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-183	120-292	117-148
R3	119-208	118-317	116-299
R2	117-233	117-233	116-243
R1	117-022	117-022	116-186	117-128
PP	115-258	115-258	115-258	115-311
S1	115-047	115-047	116-074	115-152
S2	113-283	113-283	116-017
S3	111-308	113-072	115-281
S4	110-013	111-097	115-112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-205	115-025	1-180	1.3%	0-187	0.5%	76%	False	False	720,822
10	116-205	113-230	2-295	2.5%	0-213	0.6%	87%	False	False	723,122
20	116-205	112-290	3-235	3.2%	0-209	0.6%	90%	False	False	742,880
40	120-110	112-290	7-140	6.4%	0-157	0.4%	45%	False	False	473,024
60	122-070	112-290	9-100	8.0%	0-105	0.3%	36%	False	False	315,607
80	124-110	112-290	11-140	9.8%	0-079	0.2%	29%	False	False	236,706
100	124-110	112-290	11-140	9.8%	0-063	0.2%	29%	False	False	189,365
120	124-110	112-290	11-140	9.8%	0-052	0.1%	29%	False	False	157,804

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-091
2.618	118-077
1.618	117-192
1.000	117-065
0.618	116-307
HIGH	116-180
0.618	116-102
0.500	116-078
0.382	116-053
LOW	115-295
0.618	115-168
1.000	115-090
1.618	114-283
2.618	114-078
4.250	113-064

Fisher Pivots for day following 30-Jun-2009
Pivot	1 day	3 day
R1	116-082	116-090
PP	116-080	116-088
S1	116-078	116-087

Download as Excel Spreadsheet

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

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