CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 06-Jan-2009

Day Change Summary
	Previous	Current
	05-Jan-2009	06-Jan-2009	Change	Change %	Previous Week
Open	123-295	123-190	-0-105	-0.3%	127-150
High	124-220	124-170	-0-050	-0.1%	128-080
Low	123-295	123-190	-0-105	-0.3%	124-095
Close	124-055	124-115	0-060	0.2%	124-095
Range	0-245	0-300	0-055	22.4%	3-305
ATR	1-033	1-029	-0-004	-1.1%	0-000
Volume	206,154	400,874	194,720	94.5%	363,381

Daily Pivots for day following 06-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-312	126-193	124-280
R3	126-012	125-213	124-198
R2	125-032	125-032	124-170
R1	124-233	124-233	124-142	124-292
PP	124-052	124-052	124-052	124-081
S1	123-253	123-253	124-088	123-312
S2	123-072	123-072	124-060
S3	122-092	122-273	124-032
S4	121-112	121-293	123-270

Weekly Pivots for week ending 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	137-152	134-268	126-151
R3	133-167	130-283	125-123
R2	129-182	129-182	125-007
R1	126-298	126-298	124-211	126-088
PP	125-197	125-197	125-197	125-091
S1	122-313	122-313	123-299	122-102
S2	121-212	121-212	123-183
S3	117-227	119-008	123-067
S4	113-242	115-023	122-039

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-195	123-190	4-005	3.2%	1-103	1.1%	19%	False	True	187,514
10	128-080	123-190	4-210	3.7%	0-298	0.7%	16%	False	True	154,971
20	128-210	122-095	6-115	5.1%	0-318	0.8%	32%	False	False	288,609
40	128-210	112-220	15-310	12.8%	0-249	0.6%	73%	False	False	244,976

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-165
2.618	126-315
1.618	126-015
1.000	125-150
0.618	125-035
HIGH	124-170
0.618	124-055
0.500	124-020
0.382	123-305
LOW	123-190
0.618	123-005
1.000	122-210
1.618	122-025
2.618	121-045
4.250	119-195

Fisher Pivots for day following 06-Jan-2009
Pivot	1 day	3 day
R1	124-083	125-068
PP	124-052	124-297
S1	124-020	124-206

Download as Excel Spreadsheet

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

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