CBOT 10-Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 117-005 117-220 0-215 0.6% 119-155
High 117-075 117-265 0-190 0.5% 119-180
Low 117-005 117-220 0-215 0.6% 117-030
Close 117-075 117-265 0-190 0.5% 118-200
Range 0-070 0-045 -0-025 -35.7% 2-150
ATR 0-257 0-252 -0-005 -1.9% 0-000
Volume 96,154 81,421 -14,733 -15.3% 4,635,762
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 118-065 118-050 117-290
R3 118-020 118-005 117-277
R2 117-295 117-295 117-273
R1 117-280 117-280 117-269 117-288
PP 117-250 117-250 117-250 117-254
S1 117-235 117-235 117-261 117-242
S2 117-205 117-205 117-257
S3 117-160 117-190 117-253
S4 117-115 117-145 117-240
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% 0-122 0.3% 50% False False 693,709
10 121-125 117-005 4-120 3.7% 0-200 0.5% 19% False False 757,530
20 121-310 117-005 4-305 4.2% 0-186 0.5% 16% False False 677,669
40 123-255 117-005 6-250 5.8% 0-178 0.5% 12% False False 608,580
60 126-010 117-005 9-005 7.7% 0-212 0.6% 9% False False 623,410
80 126-010 117-005 9-005 7.7% 0-190 0.5% 9% False False 531,180
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-136
2.618 118-063
1.618 118-018
1.000 117-310
0.618 117-293
HIGH 117-265
0.618 117-248
0.500 117-242
0.382 117-237
LOW 117-220
0.618 117-192
1.000 117-175
1.618 117-147
2.618 117-102
4.250 117-029
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 117-258 117-222
PP 117-250 117-178
S1 117-242 117-135

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

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