CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 18-Dec-2008

Day Change Summary
	Previous	Current
	17-Dec-2008	18-Dec-2008	Change	Change %	Previous Week
Open	127-120	128-130	1-010	0.8%	122-185
High	128-120	128-210	0-090	0.2%	124-175
Low	127-120	127-310	0-190	0.5%	122-095
Close	127-175	128-000	0-145	0.4%	124-110
Range	1-000	0-220	-0-100	-31.3%	2-080
ATR	1-049	1-048	-0-001	-0.3%	0-000
Volume	371,263	427,740	56,477	15.2%	2,269,091

Daily Pivots for day following 18-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	130-087	129-263	128-121
R3	129-187	129-043	128-060
R2	128-287	128-287	128-040
R1	128-143	128-143	128-020	128-105
PP	128-067	128-067	128-067	128-048
S1	127-243	127-243	127-300	127-205
S2	127-167	127-167	127-280
S3	126-267	127-023	127-260
S4	126-047	126-123	127-199

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	128-210	122-280	5-250	4.5%	1-058	0.9%	89%	True	False	433,983
10	128-210	122-095	6-115	5.0%	1-044	0.9%	90%	True	False	438,760
20	128-210	117-080	11-130	8.9%	0-301	0.7%	94%	True	False	388,516
40	128-210	111-020	17-190	13.7%	0-172	0.4%	96%	True	False	198,451

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	0-048
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	131-185
2.618	130-146
1.618	129-246
1.000	129-110
0.618	129-026
HIGH	128-210
0.618	128-126
0.500	128-100
0.382	128-074
LOW	127-310
0.618	127-174
1.000	127-090
1.618	126-274
2.618	126-054
4.250	125-015

Fisher Pivots for day following 18-Dec-2008
Pivot	1 day	3 day
R1	128-100	127-184
PP	128-067	127-048
S1	128-033	126-232

Download as Excel Spreadsheet

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

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