CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 23-Dec-2008

Day Change Summary
	Previous	Current
	22-Dec-2008	23-Dec-2008	Change	Change %	Previous Week
Open	127-070	126-250	-0-140	-0.3%	124-260
High	127-070	127-075	0-005	0.0%	128-210
Low	126-295	126-250	-0-045	-0.1%	124-200
Close	126-295	127-045	0-070	0.2%	126-315
Range	0-095	0-145	0-050	52.6%	4-010
ATR	1-025	1-011	-0-014	-4.1%	0-000
Volume	253,925	154,697	-99,228	-39.1%	1,953,386

Daily Pivots for day following 23-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	128-132	128-073	127-125
R3	127-307	127-248	127-085
R2	127-162	127-162	127-072
R1	127-103	127-103	127-058	127-132
PP	127-017	127-017	127-017	127-031
S1	126-278	126-278	127-032	126-308
S2	126-192	126-192	127-018
S3	126-047	126-133	127-005
S4	125-222	125-308	126-285

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	126-250	1-280	1.5%	0-205	0.5%	19%	False	True	305,786
10	128-210	122-095	6-115	5.0%	0-304	0.7%	76%	False	False	369,997
20	128-210	118-190	10-020	7.9%	0-316	0.8%	85%	False	False	405,910
40	128-210	111-020	17-190	13.8%	0-184	0.5%	91%	False	False	216,663

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
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	129-051
2.618	128-135
1.618	127-310
1.000	127-220
0.618	127-165
HIGH	127-075
0.618	127-020
0.500	127-002
0.382	126-305
LOW	126-250
0.618	126-160
1.000	126-105
1.618	126-015
2.618	125-190
4.250	124-274

Fisher Pivots for day following 23-Dec-2008
Pivot	1 day	3 day
R1	127-031	127-085
PP	127-017	127-072
S1	127-002	127-058

Download as Excel Spreadsheet

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

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