CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 17-Dec-2008

Day Change Summary
	Previous	Current
	16-Dec-2008	17-Dec-2008	Change	Change %	Previous Week
Open	125-010	127-120	2-110	1.9%	122-185
High	126-250	128-120	1-190	1.3%	124-175
Low	124-255	127-120	2-185	2.1%	122-095
Close	126-200	127-175	0-295	0.7%	124-110
Range	1-315	1-000	-0-315	-49.6%	2-080
ATR	1-034	1-049	0-015	4.2%	0-000
Volume	277,295	371,263	93,968	33.9%	2,269,091

Daily Pivots for day following 17-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	130-245	130-050	128-031
R3	129-245	129-050	127-263
R2	128-245	128-245	127-234
R1	128-050	128-050	127-204	128-148
PP	127-245	127-245	127-245	127-294
S1	127-050	127-050	127-146	127-148
S2	126-245	126-245	127-116
S3	125-245	126-050	127-087
S4	124-245	125-050	126-319

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	128-120	122-280	5-160	4.3%	1-069	1.0%	85%	True	False	435,574
10	128-120	122-095	6-025	4.8%	1-050	0.9%	86%	True	False	447,189
20	128-120	116-310	11-130	8.9%	0-290	0.7%	93%	True	False	370,384
40	128-120	111-020	17-100	13.6%	0-166	0.4%	95%	True	False	187,759

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-045
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-200
2.618	130-318
1.618	129-318
1.000	129-120
0.618	128-318
HIGH	128-120
0.618	127-318
0.500	127-280
0.382	127-242
LOW	127-120
0.618	126-242
1.000	126-120
1.618	125-242
2.618	124-242
4.250	123-040

Fisher Pivots for day following 17-Dec-2008
Pivot	1 day	3 day
R1	127-280	127-063
PP	127-245	126-272
S1	127-210	126-160

Download as Excel Spreadsheet

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

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