CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 124-075 123-195 -0-200 -0.5% 124-195
High 124-090 123-270 -0-140 -0.4% 124-195
Low 124-000 123-075 -0-245 -0.6% 122-285
Close 124-090 123-120 -0-290 -0.7% 123-105
Range 0-090 0-195 0-105 116.7% 1-230
ATR 0-295 0-298 0-003 1.0% 0-000
Volume 437,242 485,860 48,618 11.1% 3,045,574
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 125-100 124-305 123-227
R3 124-225 124-110 123-174
R2 124-030 124-030 123-156
R1 123-235 123-235 123-138 123-195
PP 123-155 123-155 123-155 123-135
S1 123-040 123-040 123-102 123-000
S2 122-280 122-280 123-084
S3 122-085 122-165 123-066
S4 121-210 121-290 123-013
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
5 124-090 123-070 1-020 0.9% 0-148 0.4% 15% False False 506,873
10 124-290 122-285 2-005 1.6% 0-170 0.4% 24% False False 580,346
20 126-010 120-240 5-090 4.3% 0-278 0.7% 50% False False 659,425
40 126-010 119-140 6-190 5.3% 0-188 0.5% 60% False False 420,117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-139
2.618 125-141
1.618 124-266
1.000 124-145
0.618 124-071
HIGH 123-270
0.618 123-196
0.500 123-172
0.382 123-149
LOW 123-075
0.618 122-274
1.000 122-200
1.618 122-079
2.618 121-204
4.250 120-206
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 123-172 123-242
PP 123-155 123-202
S1 123-138 123-161

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

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