CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 26-Dec-2008

Day Change Summary
	Previous	Current
	24-Dec-2008	26-Dec-2008	Change	Change %	Previous Week
Open	127-120	126-285	-0-155	-0.4%	127-070
High	127-120	127-105	-0-015	0.0%	127-120
Low	126-210	126-285	0-075	0.2%	126-210
Close	126-230	127-105	0-195	0.5%	127-105
Range	0-230	0-140	-0-090	-39.1%	0-230
ATR	1-004	0-315	-0-009	-2.8%	0-000
Volume	137,651	33,032	-104,619	-76.0%	579,305

Daily Pivots for day following 26-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	128-158	128-112	127-182
R3	128-018	127-292	127-144
R2	127-198	127-198	127-131
R1	127-152	127-152	127-118	127-175
PP	127-058	127-058	127-058	127-070
S1	127-012	127-012	127-092	127-035
S2	126-238	126-238	127-079
S3	126-098	126-192	127-066
S4	125-278	126-052	127-028

Weekly Pivots for week ending 26-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	129-088	129-007	127-232
R3	128-178	128-097	127-168
R2	127-268	127-268	127-147
R1	127-187	127-187	127-126	127-228
PP	127-038	127-038	127-038	127-059
S1	126-277	126-277	127-084	126-318
S2	126-128	126-128	127-063
S3	125-218	126-047	127-042
S4	124-308	125-137	126-298

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-240	126-210	1-030	0.9%	0-171	0.4%	61%	False	False	180,122
10	128-210	122-280	5-250	4.5%	0-274	0.7%	77%	False	False	307,053
20	128-210	120-220	7-310	6.3%	0-302	0.7%	83%	False	False	374,359
40	128-210	111-020	17-190	13.8%	0-193	0.5%	92%	False	False	220,922

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	129-060
2.618	128-152
1.618	128-012
1.000	127-245
0.618	127-192
HIGH	127-105
0.618	127-052
0.500	127-035
0.382	127-018
LOW	126-285
0.618	126-198
1.000	126-145
1.618	126-058
2.618	125-238
4.250	125-010

Fisher Pivots for day following 26-Dec-2008
Pivot	1 day	3 day
R1	127-082	127-072
PP	127-058	127-038
S1	127-035	127-005

Download as Excel Spreadsheet

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

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