CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 01-Jul-2009

Day Change Summary
	Previous	Current
	30-Jun-2009	01-Jul-2009	Change	Change %	Previous Week
Open	116-135	115-275	-0-180	-0.5%	114-310
High	116-180	116-100	-0-080	-0.2%	116-150
Low	115-295	115-235	-0-060	-0.2%	114-175
Close	116-085	116-085	0-000	0.0%	116-130
Range	0-205	0-185	-0-020	-9.8%	1-295
ATR	0-234	0-230	-0-003	-1.5%	0-000
Volume	521,031	880,715	359,684	69.0%	3,589,722

Daily Pivots for day following 01-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-268	117-202	116-187
R3	117-083	117-017	116-136
R2	116-218	116-218	116-119
R1	116-152	116-152	116-102	116-185
PP	116-033	116-033	116-033	116-050
S1	115-287	115-287	116-068	116-000
S2	115-168	115-168	116-051
S3	114-303	115-102	116-034
S4	114-118	114-237	115-303

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%	0-184	0.5%	76%	False	False	756,658
10	116-205	113-230	2-295	2.5%	0-207	0.6%	87%	False	False	740,391
20	116-205	112-290	3-235	3.2%	0-214	0.6%	90%	False	False	740,374
40	120-110	112-290	7-140	6.4%	0-162	0.4%	45%	False	False	495,004
60	122-070	112-290	9-100	8.0%	0-108	0.3%	36%	False	False	330,286
80	124-110	112-290	11-140	9.8%	0-081	0.2%	29%	False	False	247,715
100	124-110	112-290	11-140	9.8%	0-065	0.2%	29%	False	False	198,172
120	124-110	112-290	11-140	9.8%	0-054	0.1%	29%	False	False	165,144

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	0-042
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-246
2.618	117-264
1.618	117-079
1.000	116-285
0.618	116-214
HIGH	116-100
0.618	116-029
0.500	116-008
0.382	115-306
LOW	115-235
0.618	115-121
1.000	115-050
1.618	114-256
2.618	114-071
4.250	113-089

Fisher Pivots for day following 01-Jul-2009
Pivot	1 day	3 day
R1	116-059	116-077
PP	116-033	116-068
S1	116-008	116-060

Download as Excel Spreadsheet

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

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