CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 123-030 123-250 0-220 0.6% 124-195
High 123-245 123-280 0-035 0.1% 124-195
Low 122-285 123-070 0-105 0.3% 122-285
Close 123-210 123-105 -0-105 -0.3% 123-105
Range 0-280 0-210 -0-070 -25.0% 1-230
ATR 1-021 1-012 -0-009 -2.7% 0-000
Volume 722,581 667,485 -55,096 -7.6% 3,045,574
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 125-142 125-013 123-220
R3 124-252 124-123 123-163
R2 124-042 124-042 123-144
R1 123-233 123-233 123-124 123-192
PP 123-152 123-152 123-152 123-131
S1 123-023 123-023 123-086 122-302
S2 122-262 122-262 123-066
S3 122-052 122-133 123-047
S4 121-162 121-243 122-310
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 128-245 127-245 124-088
R3 127-015 126-015 123-256
R2 125-105 125-105 123-206
R1 124-105 124-105 123-155 123-310
PP 123-195 123-195 123-195 123-138
S1 122-195 122-195 123-055 122-080
S2 121-285 121-285 123-004
S3 120-055 120-285 122-274
S4 118-145 119-055 122-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-195 122-285 1-230 1.4% 0-206 0.5% 25% False False 609,114
10 126-010 120-300 5-030 4.1% 1-027 0.9% 47% False False 689,415
20 126-010 119-240 6-090 5.1% 0-292 0.7% 57% False False 690,228
40 126-010 119-140 6-190 5.3% 0-175 0.4% 59% False False 373,766
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 True
Stretch 0-063
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-212
2.618 125-190
1.618 124-300
1.000 124-170
0.618 124-090
HIGH 123-280
0.618 123-200
0.500 123-175
0.382 123-150
LOW 123-070
0.618 122-260
1.000 122-180
1.618 122-050
2.618 121-160
4.250 120-138
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 123-175 123-122
PP 123-152 123-117
S1 123-128 123-111

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

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