CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 23-Jan-2009

Day Change Summary
	Previous	Current
	22-Jan-2009	23-Jan-2009	Change	Change %	Previous Week
Open	124-140	124-035	-0-105	-0.3%	124-240
High	124-150	124-035	-0-115	-0.3%	126-120
Low	123-260	123-110	-0-150	-0.4%	123-110
Close	124-045	123-290	-0-075	-0.2%	123-290
Range	0-210	0-245	0-035	16.7%	3-010
ATR	1-047	1-039	-0-008	-2.2%	0-000
Volume	496,284	684,783	188,499	38.0%	2,387,554

Daily Pivots for day following 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-027	125-243	124-105
R3	125-102	124-318	124-037
R2	124-177	124-177	124-015
R1	124-073	124-073	123-312	124-002
PP	123-252	123-252	123-252	123-216
S1	123-148	123-148	123-268	123-078
S2	123-007	123-007	123-245
S3	122-082	122-223	123-223
S4	121-157	121-298	123-155

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	133-203	131-257	125-184
R3	130-193	128-247	124-237
R2	127-183	127-183	124-148
R1	125-237	125-237	124-059	125-045
PP	124-173	124-173	124-173	124-078
S1	122-227	122-227	123-201	122-035
S2	121-163	121-163	123-112
S3	118-153	119-217	123-023
S4	115-143	116-207	122-076

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-240	123-110	3-130	2.7%	1-022	0.9%	17%	False	True	568,416
10	127-140	123-110	4-030	3.3%	1-012	0.8%	14%	False	True	502,579
20	128-080	123-110	4-290	4.0%	1-005	0.8%	11%	False	True	349,153
40	128-210	118-190	10-020	8.1%	1-000	0.8%	53%	False	False	377,531
60	128-210	111-020	17-190	14.2%	0-231	0.6%	73%	False	False	260,826

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	0-025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-116
2.618	126-036
1.618	125-111
1.000	124-280
0.618	124-186
HIGH	124-035
0.618	123-261
0.500	123-232
0.382	123-204
LOW	123-110
0.618	122-279
1.000	122-185
1.618	122-034
2.618	121-109
4.250	120-029

Fisher Pivots for day following 23-Jan-2009
Pivot	1 day	3 day
R1	123-271	124-175
PP	123-252	124-107
S1	123-232	124-038

Download as Excel Spreadsheet

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

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