CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 122-220 121-250 -0-290 -0.7% 123-020
High 122-220 121-250 -0-290 -0.7% 123-020
Low 122-220 121-250 -0-290 -0.7% 121-230
Close 122-220 121-250 -0-290 -0.7% 121-230
Range
ATR 0-205 0-211 0-006 3.0% 0-000
Volume 0 2 2 11
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 121-250 121-250 121-250
R3 121-250 121-250 121-250
R2 121-250 121-250 121-250
R1 121-250 121-250 121-250 121-250
PP 121-250 121-250 121-250 121-250
S1 121-250 121-250 121-250 121-250
S2 121-250 121-250 121-250
S3 121-250 121-250 121-250
S4 121-250 121-250 121-250
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 126-063 125-097 122-146
R3 124-273 123-307 122-028
R2 123-163 123-163 121-309
R1 122-197 122-197 121-269 122-125
PP 122-053 122-053 122-053 122-018
S1 121-087 121-087 121-191 121-015
S2 120-263 120-263 121-151
S3 119-153 119-297 121-112
S4 118-043 118-187 120-314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-220 121-230 0-310 0.8% 0-000 0.0% 6% False False 3
10 123-190 121-230 1-280 1.5% 0-000 0.0% 3% False False 2
20 124-110 119-270 4-160 3.7% 0-000 0.0% 43% False False 2
40 124-110 118-140 5-290 4.8% 0-000 0.0% 57% False False 2
60 124-110 118-140 5-290 4.8% 0-000 0.0% 57% False False 2
80 125-240 118-140 7-100 6.0% 0-000 0.0% 46% False False 2
Crabel Price Patterns
NR False
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 True
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 121-250
2.618 121-250
1.618 121-250
1.000 121-250
0.618 121-250
HIGH 121-250
0.618 121-250
0.500 121-250
0.382 121-250
LOW 121-250
0.618 121-250
1.000 121-250
1.618 121-250
2.618 121-250
4.250 121-250
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 121-250 122-075
PP 121-250 122-027
S1 121-250 121-298

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

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