CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 09-Dec-2008

Day Change Summary
	Previous	Current
	08-Dec-2008	09-Dec-2008	Change	Change %	Previous Week
Open	122-185	122-150	-0-035	-0.1%	121-160
High	123-075	123-210	0-135	0.3%	124-155
Low	122-185	122-150	-0-035	-0.1%	121-160
Close	122-245	123-110	0-185	0.5%	123-015
Range	0-210	1-060	0-170	81.0%	2-315
ATR	0-304	0-309	0-005	1.8%	0-000
Volume	571,725	359,403	-212,322	-37.1%	2,319,648

Daily Pivots for day following 09-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	126-230	126-070	123-319
R3	125-170	125-010	123-214
R2	124-110	124-110	123-180
R1	123-270	123-270	123-145	124-030
PP	123-050	123-050	123-050	123-090
S1	122-210	122-210	123-075	122-290
S2	121-310	121-310	123-040
S3	120-250	121-150	123-006
S4	119-190	120-090	122-221

Weekly Pivots for week ending 05-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	131-308	130-157	124-220
R3	128-313	127-162	123-278
R2	125-318	125-318	123-190
R1	124-167	124-167	123-103	125-082
PP	123-003	123-003	123-003	123-121
S1	121-172	121-172	122-247	122-088
S2	120-008	120-008	122-160
S3	117-013	118-177	122-072
S4	114-018	115-182	121-130

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-155	122-150	2-005	1.6%	1-017	0.9%	43%	False	True	490,037
10	124-155	118-190	5-285	4.8%	1-006	0.8%	81%	False	False	441,823
20	124-155	113-230	10-245	8.7%	0-189	0.5%	89%	False	False	247,072

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-225
2.618	126-245
1.618	125-185
1.000	124-270
0.618	124-125
HIGH	123-210
0.618	123-065
0.500	123-020
0.382	122-295
LOW	122-150
0.618	121-235
1.000	121-090
1.618	120-175
2.618	119-115
4.250	117-135

Fisher Pivots for day following 09-Dec-2008
Pivot	1 day	3 day
R1	123-080	123-152
PP	123-050	123-138
S1	123-020	123-124

Download as Excel Spreadsheet

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

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