CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 19-Dec-2008

Day Change Summary
	Previous	Current
	18-Dec-2008	19-Dec-2008	Change	Change %	Previous Week
Open	128-130	127-230	-0-220	-0.5%	124-260
High	128-210	127-240	-0-290	-0.7%	128-210
Low	127-310	126-315	-0-315	-0.8%	124-200
Close	128-000	126-315	-1-005	-0.8%	126-315
Range	0-220	0-245	0-025	11.4%	4-010
ATR	1-048	1-045	-0-003	-0.8%	0-000
Volume	427,740	321,307	-106,433	-24.9%	1,953,386

Daily Pivots for day following 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	129-172	129-008	127-130
R3	128-247	128-083	127-062
R2	128-002	128-002	127-040
R1	127-158	127-158	127-017	127-118
PP	127-077	127-077	127-077	127-056
S1	126-233	126-233	126-293	126-192
S2	126-152	126-152	126-270
S3	125-227	125-308	126-248
S4	124-302	125-063	126-180

Weekly Pivots for week ending 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	138-272	136-303	129-064
R3	134-262	132-293	128-030
R2	130-252	130-252	127-232
R1	128-283	128-283	127-113	129-268
PP	126-242	126-242	126-242	127-074
S1	124-273	124-273	126-197	125-258
S2	122-232	122-232	126-078
S3	118-222	120-263	125-280
S4	114-212	116-253	124-246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-210	124-200	4-010	3.2%	1-000	0.8%	59%	False	False	390,677
10	128-210	122-095	6-115	5.0%	1-020	0.8%	74%	False	False	422,247
20	128-210	117-080	11-130	9.0%	0-314	0.8%	85%	False	False	400,750
40	128-210	111-020	17-190	13.9%	0-178	0.4%	90%	False	False	206,482

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-001
2.618	129-241
1.618	128-316
1.000	128-165
0.618	128-071
HIGH	127-240
0.618	127-146
0.500	127-118
0.382	127-089
LOW	126-315
0.618	126-164
1.000	126-070
1.618	125-239
2.618	124-314
4.250	123-234

Fisher Pivots for day following 19-Dec-2008
Pivot	1 day	3 day
R1	127-118	127-262
PP	127-077	127-173
S1	127-036	127-084

Download as Excel Spreadsheet

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

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