CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 122-090 122-135 0-045 0.1% 124-000
High 122-115 122-255 0-140 0.4% 124-090
Low 122-030 122-125 0-095 0.2% 121-310
Close 122-060 122-240 0-180 0.5% 121-310
Range 0-085 0-130 0-045 52.9% 2-100
ATR 0-290 0-283 -0-007 -2.3% 0-000
Volume 474,417 415,202 -59,215 -12.5% 2,472,693
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 123-277 123-228 122-312
R3 123-147 123-098 122-276
R2 123-017 123-017 122-264
R1 122-288 122-288 122-252 122-312
PP 122-207 122-207 122-207 122-219
S1 122-158 122-158 122-228 122-182
S2 122-077 122-077 122-216
S3 121-267 122-028 122-204
S4 121-137 121-218 122-168
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
5 123-270 121-265 2-005 1.6% 0-194 0.5% 46% False False 546,912
10 124-090 121-265 2-145 2.0% 0-180 0.5% 38% False False 550,564
20 126-010 120-300 5-030 4.1% 0-270 0.7% 36% False False 627,120
40 126-010 119-190 6-140 5.2% 0-208 0.5% 49% False False 475,707
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-168
2.618 123-275
1.618 123-145
1.000 123-065
0.618 123-015
HIGH 122-255
0.618 122-205
0.500 122-190
0.382 122-175
LOW 122-125
0.618 122-045
1.000 121-315
1.618 121-235
2.618 121-105
4.250 120-212
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 122-223 122-193
PP 122-207 122-147
S1 122-190 122-100

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

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