CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 12-Dec-2008

Day Change Summary
	Previous	Current
	11-Dec-2008	12-Dec-2008	Change	Change %	Previous Week
Open	123-225	124-175	0-270	0.7%	122-185
High	123-310	124-175	0-185	0.5%	124-175
Low	123-035	122-280	-0-075	-0.2%	122-095
Close	123-310	124-110	0-120	0.3%	124-110
Range	0-275	1-215	0-260	94.5%	2-080
ATR	1-000	1-015	0-015	4.8%	0-000
Volume	435,695	537,840	102,145	23.4%	2,269,091

Daily Pivots for day following 12-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	128-300	128-100	125-084
R3	127-085	126-205	124-257
R2	125-190	125-190	124-208
R1	124-310	124-310	124-159	124-142
PP	123-295	123-295	123-295	123-211
S1	123-095	123-095	124-061	122-248
S2	122-080	122-080	124-012
S3	120-185	121-200	123-283
S4	118-290	119-305	123-136

Weekly Pivots for week ending 12-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	130-153	129-212	125-186
R3	128-073	127-132	124-308
R2	125-313	125-313	124-242
R1	125-052	125-052	124-176	125-182
PP	123-233	123-233	123-233	123-299
S1	122-292	122-292	124-044	123-102
S2	121-153	121-153	123-298
S3	119-073	120-212	123-232
S4	116-313	118-132	123-034

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-175	122-095	2-080	1.8%	1-039	0.9%	91%	True	False	453,818
10	124-175	121-160	3-015	2.5%	1-048	0.9%	93%	True	False	458,873
20	124-175	114-190	9-305	8.0%	0-244	0.6%	98%	True	False	313,208
40	124-175	110-040	14-135	11.6%	0-138	0.3%	99%	True	False	157,666

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	131-209
2.618	128-296
1.618	127-081
1.000	126-070
0.618	125-186
HIGH	124-175
0.618	123-291
0.500	123-228
0.382	123-164
LOW	122-280
0.618	121-269
1.000	121-065
1.618	120-054
2.618	118-159
4.250	115-246

Fisher Pivots for day following 12-Dec-2008
Pivot	1 day	3 day
R1	124-042	124-012
PP	123-295	123-233
S1	123-228	123-135

Download as Excel Spreadsheet

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

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