CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 123-290 124-075 0-105 0.3% 124-195
High 124-025 124-090 0-065 0.2% 124-195
Low 123-285 124-000 0-035 0.1% 122-285
Close 124-025 124-090 0-065 0.2% 123-105
Range 0-060 0-090 0-030 50.0% 1-230
ATR 0-311 0-295 -0-016 -5.1% 0-000
Volume 510,346 437,242 -73,104 -14.3% 3,045,574
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 125-010 124-300 124-140
R3 124-240 124-210 124-115
R2 124-150 124-150 124-106
R1 124-120 124-120 124-098 124-135
PP 124-060 124-060 124-060 124-068
S1 124-030 124-030 124-082 124-045
S2 123-290 123-290 124-074
S3 123-200 123-260 124-065
S4 123-110 123-170 124-040
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
5 124-090 122-285 1-125 1.1% 0-165 0.4% 100% True False 554,217
10 126-010 122-285 3-045 2.5% 0-198 0.5% 44% False False 634,807
20 126-010 120-030 5-300 4.8% 0-276 0.7% 71% False False 668,428
40 126-010 119-140 6-190 5.3% 0-183 0.5% 73% False False 408,082
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-056
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-152
2.618 125-006
1.618 124-236
1.000 124-180
0.618 124-146
HIGH 124-090
0.618 124-056
0.500 124-045
0.382 124-034
LOW 124-000
0.618 123-264
1.000 123-230
1.618 123-174
2.618 123-084
4.250 122-258
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 124-075 124-052
PP 124-060 124-015
S1 124-045 123-298

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

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