CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 120-265 121-035 0-090 0.2% 120-315
High 121-025 121-125 0-100 0.3% 121-310
Low 120-210 119-295 -0-235 -0.6% 120-295
Close 120-305 119-295 -1-010 -0.9% 121-165
Range 0-135 1-150 1-015 248.1% 1-015
ATR 0-204 0-223 0-019 9.3% 0-000
Volume 645,954 716,545 70,591 10.9% 2,945,989
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 124-262 123-268 120-234
R3 123-112 122-118 120-104
R2 121-282 121-282 120-061
R1 120-288 120-288 120-018 120-210
PP 120-132 120-132 120-132 120-092
S1 119-138 119-138 119-252 119-060
S2 118-302 118-302 119-209
S3 117-152 117-308 119-166
S4 116-002 116-158 119-036
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 124-195 124-035 122-029
R3 123-180 123-020 121-257
R2 122-165 122-165 121-226
R1 122-005 122-005 121-196 122-085
PP 121-150 121-150 121-150 121-190
S1 120-310 120-310 121-134 121-070
S2 120-135 120-135 121-104
S3 119-120 119-295 121-073
S4 118-105 118-280 120-301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-230 119-295 1-255 1.5% 0-213 0.6% 0% False True 595,736
10 121-310 119-275 2-035 1.8% 0-186 0.5% 3% False False 625,473
20 122-100 119-275 2-145 2.0% 0-176 0.5% 3% False False 597,959
40 124-090 119-275 4-135 3.7% 0-182 0.5% 1% False False 568,661
60 126-010 119-190 6-140 5.4% 0-220 0.6% 5% False False 597,359
80 126-010 119-140 6-190 5.5% 0-172 0.4% 7% False False 453,930
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 127-202
2.618 125-075
1.618 123-245
1.000 122-275
0.618 122-095
HIGH 121-125
0.618 120-265
0.500 120-210
0.382 120-155
LOW 119-295
0.618 119-005
1.000 118-145
1.618 117-175
2.618 116-025
4.250 113-218
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 120-210 120-210
PP 120-132 120-132
S1 120-053 120-053

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

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