CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 123-195 122-240 -0-275 -0.7% 124-000
High 123-270 123-055 -0-215 -0.5% 124-090
Low 123-075 121-310 -1-085 -1.0% 121-310
Close 123-120 121-310 -1-130 -1.1% 121-310
Range 0-195 1-065 0-190 97.4% 2-100
ATR 0-298 0-309 0-011 3.6% 0-000
Volume 485,860 605,812 119,952 24.7% 2,472,693
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 125-313 125-057 122-202
R3 124-248 123-312 122-096
R2 123-183 123-183 122-061
R1 122-247 122-247 122-025 122-182
PP 122-118 122-118 122-118 122-086
S1 121-182 121-182 121-275 121-118
S2 121-053 121-053 121-239
S3 119-308 120-117 121-204
S4 118-243 119-052 121-098
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 129-217 128-043 123-077
R3 127-117 125-263 122-194
R2 125-017 125-017 122-126
R1 123-163 123-163 122-058 123-040
PP 122-237 122-237 122-237 122-175
S1 121-063 121-063 121-242 120-260
S2 120-137 120-137 121-174
S3 118-037 118-283 121-106
S4 115-257 116-183 120-223
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-090 121-310 2-100 1.9% 0-183 0.5% 0% False True 494,538
10 124-195 121-310 2-205 2.2% 0-194 0.5% 0% False True 551,826
20 126-010 120-240 5-090 4.3% 0-285 0.7% 23% False False 654,974
40 126-010 119-140 6-190 5.4% 0-198 0.5% 38% False False 435,132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 128-091
2.618 126-103
1.618 125-038
1.000 124-120
0.618 123-293
HIGH 123-055
0.618 122-228
0.500 122-182
0.382 122-137
LOW 121-310
0.618 121-072
1.000 120-245
1.618 120-007
2.618 118-262
4.250 116-274
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 122-182 123-040
PP 122-118 122-237
S1 122-054 122-113

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

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