CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 16-Dec-2008

Day Change Summary
	Previous	Current
	15-Dec-2008	16-Dec-2008	Change	Change %	Previous Week
Open	124-260	125-010	0-070	0.2%	122-185
High	125-060	126-250	1-190	1.3%	124-175
Low	124-200	124-255	0-055	0.1%	122-095
Close	124-230	126-200	1-290	1.5%	124-110
Range	0-180	1-315	1-135	252.8%	2-080
ATR	1-011	1-034	0-024	7.1%	0-000
Volume	555,781	277,295	-278,486	-50.1%	2,269,091

Daily Pivots for day following 16-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	132-007	131-098	127-229
R3	130-012	129-103	127-055
R2	128-017	128-017	126-316
R1	127-108	127-108	126-258	127-222
PP	126-022	126-022	126-022	126-079
S1	125-113	125-113	126-142	125-228
S2	124-027	124-027	126-084
S3	122-032	123-118	126-025
S4	120-037	121-123	125-171

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	126-250	122-095	4-155	3.5%	1-084	1.0%	97%	True	False	434,207
10	126-250	122-095	4-155	3.5%	1-050	0.9%	97%	True	False	462,122
20	126-250	115-240	11-010	8.7%	0-282	0.7%	99%	True	False	353,323
40	126-250	111-020	15-230	12.4%	0-158	0.4%	99%	True	False	178,479

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Widest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	135-069
2.618	131-312
1.618	129-317
1.000	128-245
0.618	128-002
HIGH	126-250
0.618	126-007
0.500	125-252
0.382	125-178
LOW	124-255
0.618	123-183
1.000	122-260
1.618	121-188
2.618	119-193
4.250	116-116

Fisher Pivots for day following 16-Dec-2008
Pivot	1 day	3 day
R1	126-111	126-008
PP	126-022	125-137
S1	125-252	124-265

Download as Excel Spreadsheet

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

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