CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 15-Dec-2008

Day Change Summary
	Previous	Current
	12-Dec-2008	15-Dec-2008	Change	Change %	Previous Week
Open	124-175	124-260	0-085	0.2%	122-185
High	124-175	125-060	0-205	0.5%	124-175
Low	122-280	124-200	1-240	1.4%	122-095
Close	124-110	124-230	0-120	0.3%	124-110
Range	1-215	0-180	-1-035	-66.4%	2-080
ATR	1-015	1-011	-0-005	-1.4%	0-000
Volume	537,840	555,781	17,941	3.3%	2,269,091

Daily Pivots for day following 15-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	126-170	126-060	125-009
R3	125-310	125-200	124-280
R2	125-130	125-130	124-263
R1	125-020	125-020	124-246	124-305
PP	124-270	124-270	124-270	124-252
S1	124-160	124-160	124-214	124-125
S2	124-090	124-090	124-197
S3	123-230	123-300	124-180
S4	123-050	123-120	124-131

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	125-060	122-095	2-285	2.3%	1-033	0.9%	84%	True	False	450,629
10	125-060	122-030	3-030	2.5%	1-018	0.8%	85%	True	False	497,131
20	125-060	115-070	9-310	8.0%	0-250	0.6%	95%	True	False	339,891
40	125-060	110-230	14-150	11.6%	0-142	0.4%	97%	True	False	171,547

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	0-046
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	127-185
2.618	126-211
1.618	126-031
1.000	125-240
0.618	125-171
HIGH	125-060
0.618	124-311
0.500	124-290
0.382	124-269
LOW	124-200
0.618	124-089
1.000	124-020
1.618	123-229
2.618	123-049
4.250	122-075

Fisher Pivots for day following 15-Dec-2008
Pivot	1 day	3 day
R1	124-290	124-157
PP	124-270	124-083
S1	124-250	124-010

Download as Excel Spreadsheet

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

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