CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 10-Dec-2008

Day Change Summary
	Previous	Current
	09-Dec-2008	10-Dec-2008	Change	Change %	Previous Week
Open	122-150	122-170	0-020	0.1%	121-160
High	123-210	123-170	-0-040	-0.1%	124-155
Low	122-150	122-095	-0-055	-0.1%	121-160
Close	123-110	122-255	-0-175	-0.4%	123-015
Range	1-060	1-075	0-015	3.9%	2-315
ATR	0-309	0-316	0-006	2.0%	0-000
Volume	359,403	364,428	5,025	1.4%	2,319,648

Daily Pivots for day following 10-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	126-185	125-295	123-152
R3	125-110	124-220	123-044
R2	124-035	124-035	123-007
R1	123-145	123-145	122-291	123-250
PP	122-280	122-280	122-280	123-012
S1	122-070	122-070	122-219	122-175
S2	121-205	121-205	122-183
S3	120-130	120-315	122-146
S4	119-055	119-240	122-038

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	122-095	2-060	1.8%	1-032	0.9%	23%	False	True	458,803
10	124-155	119-160	4-315	4.1%	1-011	0.8%	66%	False	False	451,015
20	124-155	114-010	10-145	8.5%	0-209	0.5%	84%	False	False	265,070

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-041
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-249
2.618	126-244
1.618	125-169
1.000	124-245
0.618	124-094
HIGH	123-170
0.618	123-019
0.500	122-292
0.382	122-246
LOW	122-095
0.618	121-171
1.000	121-020
1.618	120-096
2.618	119-021
4.250	117-016

Fisher Pivots for day following 10-Dec-2008
Pivot	1 day	3 day
R1	122-292	122-312
PP	122-280	122-293
S1	122-268	122-274

Download as Excel Spreadsheet

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

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