CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 117-025 117-005 -0-020 -0.1% 119-155
High 117-025 117-075 0-050 0.1% 119-180
Low 117-015 117-005 -0-010 0.0% 117-030
Close 117-015 117-075 0-060 0.2% 118-200
Range 0-010 0-070 0-060 600.0% 2-150
ATR 0-271 0-257 -0-014 -5.3% 0-000
Volume 319,268 96,154 -223,114 -69.9% 4,635,762
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 117-262 117-238 117-114
R3 117-192 117-168 117-094
R2 117-122 117-122 117-088
R1 117-098 117-098 117-081 117-110
PP 117-052 117-052 117-052 117-058
S1 117-028 117-028 117-069 117-040
S2 116-302 116-302 117-062
S3 116-232 116-278 117-056
S4 116-162 116-208 117-036
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 125-267 124-223 119-314
R3 123-117 122-073 119-097
R2 120-287 120-287 119-025
R1 119-243 119-243 118-272 119-030
PP 118-137 118-137 118-137 118-030
S1 117-093 117-093 118-128 116-200
S2 115-307 115-307 118-055
S3 113-157 114-263 117-303
S4 111-007 112-113 117-086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-200 117-005 1-195 1.4% 0-188 0.5% 14% False True 875,507
10 121-125 117-005 4-120 3.7% 0-198 0.5% 5% False True 805,047
20 121-310 117-005 4-305 4.2% 0-188 0.5% 4% False True 692,184
40 123-255 117-005 6-250 5.8% 0-181 0.5% 3% False True 625,376
60 126-010 117-005 9-005 7.7% 0-215 0.6% 2% False True 635,242
80 126-010 117-005 9-005 7.7% 0-189 0.5% 2% False True 530,254
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-052
2.618 117-258
1.618 117-188
1.000 117-145
0.618 117-118
HIGH 117-075
0.618 117-048
0.500 117-040
0.382 117-032
LOW 117-005
0.618 116-282
1.000 116-255
1.618 116-212
2.618 116-142
4.250 116-028
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 117-063 117-262
PP 117-052 117-200
S1 117-040 117-138

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

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