CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 30-Dec-2008

Day Change Summary
	Previous	Current
	29-Dec-2008	30-Dec-2008	Change	Change %	Previous Week
Open	127-150	127-155	0-005	0.0%	127-070
High	128-080	127-195	-0-205	-0.5%	127-120
Low	127-150	126-290	-0-180	-0.4%	126-210
Close	127-240	127-095	-0-145	-0.4%	127-105
Range	0-250	0-225	-0-025	-10.0%	0-230
ATR	0-313	0-310	-0-003	-1.0%	0-000
Volume	32,837	96,299	63,462	193.3%	579,305

Daily Pivots for day following 30-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	129-122	129-013	127-219
R3	128-217	128-108	127-157
R2	127-312	127-312	127-136
R1	127-203	127-203	127-116	127-145
PP	127-087	127-087	127-087	127-058
S1	126-298	126-298	127-074	126-240
S2	126-182	126-182	127-054
S3	125-277	126-073	127-033
S4	125-052	125-168	126-291

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	128-080	126-210	1-190	1.3%	0-198	0.5%	40%	False	False	90,903
10	128-210	124-255	3-275	3.0%	0-250	0.6%	65%	False	False	210,604
20	128-210	122-030	6-180	5.2%	0-294	0.7%	79%	False	False	353,867
40	128-210	111-200	17-010	13.4%	0-205	0.5%	92%	False	False	224,143

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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-191
2.618	129-144
1.618	128-239
1.000	128-100
0.618	128-014
HIGH	127-195
0.618	127-109
0.500	127-082
0.382	127-056
LOW	126-290
0.618	126-151
1.000	126-065
1.618	125-246
2.618	125-021
4.250	123-294

Fisher Pivots for day following 30-Dec-2008
Pivot	1 day	3 day
R1	127-091	127-182
PP	127-087	127-153
S1	127-082	127-124

Download as Excel Spreadsheet

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

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