First and foremost is to figure out what had taken or killed your pullets last year? If it was a hawk (depending on breed) typically they cannot carry a large animal like a chicken. My experience with hawk killing my chickens there will be evidence; chicken carcass is left behind. Just recently to my surprise a Peregrine Falcon killed one of my Barred Rock Pullets, surprising because the chicken it killed was considerably larger then the falcon.
If the area you are allowing the birds to run free is heavily wooded or has many large trees in close proximity it is a perfect hunting spot for predatory birds. They will glide through the canopy without raising much attention from the flock. Perch on a branch unnoticed for hours waiting for the perfect opportunity to drop in for breakfast, lunch or dinner.
If your chickens just come up missing it could be a number of predators including wild or domestic animals. Bobcats, Foxes and coyotes will take the entire bird away from the kill area; foxes are known for hording or storing food so if you have lost several birds at a time it could be a fox. These predators are pretty fast and cunning hunters they dont leave much evidence maybe a couple stray feathers, but you will never know the difference with that over the normal feathers that are likely already scattered about your yard.
If your chickens are taken or killed by dogs the dog will typically maul the chicken, there will be feathers, blood, guts and parts scattered. Short of writing red rum or helter skelter on the side of your chicken coop you will know a dog has left its card. Domestic and feral cats will also cause significant losses to your flock. Though my big Tom Cat stays clear of our chickens, our chickens will stand off to him and our 55 lbs dog.
Hopefully you dont have a 2-legged predator with intentions to eliminate your flock for there own selfish reasons.
I personally would never coop up my chickens intentionally for more then a couple hours in the day, that typically is only in the morning before the coop becomes to hot. Leaving your chickens cooped up for extended periods of time create unhealthy living conditions. This past winter was pretty hard and miserable for the birds up here we were covered in snow for what seemed to have been the entire winter.
Our 40+ chickens are used to free ranging every day, we do not keep them in a covered run or chicken tractor. When we do loose a bird it is a very rare occasion it is because one hen strays to far from the protection of the flock. We have trees, but they are on the perimeter of our property so our Roosters are always able to give the warning call to the flock if they spot anything that is perceived as a threat.
Many people do not want any roosters, but I believe they are essential to the survival of the flock. One rooster to 7-10 hens is a good ratio; currently we have 3 roosters that share the same coop with the hens without any fighting. However in the past we have had some problems with roosters, but that only last one week if they dont settle down they end up in the freezer.
Numbers, strength in numbers! I believe part of our success with few looses is the number of birds, more eyes the better. Not suggesting 40+ birds are for everyone, but everyone that I have heard has problems with predator loss typically has only a couple birds. Predators will not hunt your yard if it is not easy hunting. Provide shelter for your birds to seek refuge, from predators and the sun. We have numerous places for the birds to run under to hide, shrubs or small shade trees are perfect for this. If you wish a chicken tractor that is open for them to gain quick access is good too.
Treats, Oh chickens love treats! We do the proverbial Chick, chick, chick call they will come running from everywhere. Meal worms unless if you grow them can be expensive. Scratching grains, sunflower seed, whole wheat bread, just about anything except scraps from kitchen. Cracked corn is good too, but only in the cold seasons. It raises their body temperature not advised to give in summer. Fruit, my birds love fruit!
I hope that may be helpful, for reference pick up a couple books on keeping and raising chickens I would suggest the following: Storeys Guide to Raising Chickens, The Joy of Keeping Chickens, 4-H Guide to Raising Chickens. These are just a few you can find many more at
TSC or your local Barnes and Noble or local library.