ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 22-Dec-2008

Day Change Summary
	Previous	Current
	19-Dec-2008	22-Dec-2008	Change	Change %	Previous Week
Open	127-310	126-275	-1-035	-0.9%	124-095
High	128-075	127-145	-0-250	-0.6%	128-225
Low	126-255	126-205	-0-050	-0.1%	124-010
Close	126-315	126-295	-0-020	0.0%	126-315
Range	1-140	0-260	-0-200	-43.5%	4-215
ATR	1-183	1-166	-0-017	-3.5%	0-000
Volume	321,307	253,925	-67,382	-21.0%	1,953,386

Daily Pivots for day following 22-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	129-142	128-318	127-118
R3	128-202	128-058	127-046
R2	127-262	127-262	127-023
R1	127-118	127-118	126-319	127-190
PP	127-002	127-002	127-002	127-038
S1	126-178	126-178	126-271	126-250
S2	126-062	126-062	126-247
S3	125-122	125-238	126-224
S4	124-182	124-298	126-152

Weekly Pivots for week ending 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	140-188	138-147	129-177
R3	135-293	133-252	128-086
R2	131-078	131-078	127-269
R1	129-037	129-037	127-132	130-058
PP	126-183	126-183	126-183	127-034
S1	124-142	124-142	126-178	125-162
S2	121-288	121-288	126-041
S3	117-073	119-247	125-224
S4	112-178	115-032	124-133

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-225	124-215	4-010	3.2%	1-181	1.2%	56%	False	False	330,306
10	128-225	122-025	6-200	5.2%	1-202	1.3%	73%	False	False	390,467
20	128-225	117-060	11-165	9.1%	1-196	1.3%	85%	False	False	424,634
40	128-225	110-310	17-235	14.0%	1-133	1.1%	90%	False	False	226,026

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-110
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	130-290
2.618	129-186
1.618	128-246
1.000	128-085
0.618	127-306
HIGH	127-145
0.618	127-046
0.500	127-015
0.382	126-304
LOW	126-205
0.618	126-044
1.000	125-265
1.618	125-104
2.618	124-164
4.250	123-060

Fisher Pivots for day following 22-Dec-2008
Pivot	1 day	3 day
R1	127-015	127-215
PP	127-002	127-135
S1	126-308	127-055

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

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