CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 31-Dec-2008

Day Change Summary
	Previous	Current
	30-Dec-2008	31-Dec-2008	Change	Change %	Previous Week
Open	127-155	127-085	-0-070	-0.2%	127-070
High	127-195	127-135	-0-060	-0.1%	127-120
Low	126-290	125-240	-1-050	-0.9%	126-210
Close	127-095	125-240	-1-175	-1.2%	127-105
Range	0-225	1-215	0-310	137.8%	0-230
ATR	0-310	1-006	0-016	5.2%	0-000
Volume	96,299	118,899	22,600	23.5%	579,305

Daily Pivots for day following 31-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	131-103	130-067	126-214
R3	129-208	128-172	126-067
R2	127-313	127-313	126-018
R1	126-277	126-277	125-289	126-188
PP	126-098	126-098	126-098	126-054
S1	125-062	125-062	125-191	124-292
S2	124-203	124-203	125-142
S3	122-308	123-167	125-093
S4	121-093	121-272	124-266

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	125-240	2-160	2.0%	0-276	0.7%	0%	False	True	83,743
10	128-210	125-240	2-290	2.3%	0-240	0.6%	0%	False	True	194,765
20	128-210	122-095	6-115	5.1%	0-306	0.8%	54%	False	False	328,443
40	128-210	112-220	15-310	12.7%	0-218	0.5%	82%	False	False	227,100

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	134-169
2.618	131-256
1.618	130-041
1.000	129-030
0.618	128-146
HIGH	127-135
0.618	126-251
0.500	126-188
0.382	126-124
LOW	125-240
0.618	124-229
1.000	124-025
1.618	123-014
2.618	121-119
4.250	118-206

Fisher Pivots for day following 31-Dec-2008
Pivot	1 day	3 day
R1	126-188	127-000
PP	126-098	126-187
S1	126-009	126-053

Download as Excel Spreadsheet

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

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