CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 24-Dec-2008

Day Change Summary
	Previous	Current
	23-Dec-2008	24-Dec-2008	Change	Change %	Previous Week
Open	126-250	127-120	0-190	0.5%	124-260
High	127-075	127-120	0-045	0.1%	128-210
Low	126-250	126-210	-0-040	-0.1%	124-200
Close	127-045	126-230	-0-135	-0.3%	126-315
Range	0-145	0-230	0-085	58.6%	4-010
ATR	1-011	1-004	-0-007	-2.2%	0-000
Volume	154,697	137,651	-17,046	-11.0%	1,953,386

Daily Pivots for day following 24-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	129-023	128-197	127-036
R3	128-113	127-287	126-293
R2	127-203	127-203	126-272
R1	127-057	127-057	126-251	127-015
PP	126-293	126-293	126-293	126-272
S1	126-147	126-147	126-209	126-105
S2	126-063	126-063	126-188
S3	125-153	125-237	126-167
S4	124-243	125-007	126-104

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	126-210	2-000	1.6%	0-187	0.5%	3%	False	True	259,064
10	128-210	122-280	5-250	4.6%	0-288	0.7%	66%	False	False	347,319
20	128-210	119-160	9-050	7.2%	0-310	0.8%	79%	False	False	399,167
40	128-210	111-020	17-190	13.9%	0-190	0.5%	89%	False	False	220,102

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130-138
2.618	129-082
1.618	128-172
1.000	128-030
0.618	127-262
HIGH	127-120
0.618	127-032
0.500	127-005
0.382	126-298
LOW	126-210
0.618	126-068
1.000	125-300
1.618	125-158
2.618	124-248
4.250	123-192

Fisher Pivots for day following 24-Dec-2008
Pivot	1 day	3 day
R1	127-005	127-005
PP	126-293	126-293
S1	126-262	126-262

Download as Excel Spreadsheet

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

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