CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 26-Jan-2009

Day Change Summary
	Previous	Current
	23-Jan-2009	26-Jan-2009	Change	Change %	Previous Week
Open	124-035	123-150	-0-205	-0.5%	124-240
High	124-035	123-300	-0-055	-0.1%	126-120
Low	123-110	123-070	-0-040	-0.1%	123-110
Close	123-290	123-210	-0-080	-0.2%	123-290
Range	0-245	0-230	-0-015	-6.1%	3-010
ATR	1-039	1-030	-0-009	-2.6%	0-000
Volume	684,783	598,290	-86,493	-12.6%	2,387,554

Daily Pivots for day following 26-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-243	125-137	124-016
R3	125-013	124-227	123-273
R2	124-103	124-103	123-252
R1	123-317	123-317	123-231	124-050
PP	123-193	123-193	123-193	123-220
S1	123-087	123-087	123-189	123-140
S2	122-283	122-283	123-168
S3	122-053	122-177	123-147
S4	121-143	121-267	123-084

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	126-120	123-070	3-050	2.6%	0-306	0.8%	14%	False	True	597,168
10	127-140	123-070	4-070	3.4%	0-316	0.8%	10%	False	True	511,419
20	128-080	123-070	5-010	4.1%	1-005	0.8%	9%	False	True	372,185
40	128-210	119-160	9-050	7.4%	0-317	0.8%	45%	False	False	385,676
60	128-210	111-020	17-190	14.2%	0-235	0.6%	72%	False	False	270,796

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	0-033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-318
2.618	125-262
1.618	125-032
1.000	124-210
0.618	124-122
HIGH	123-300
0.618	123-212
0.500	123-185
0.382	123-158
LOW	123-070
0.618	122-248
1.000	122-160
1.618	122-018
2.618	121-108
4.250	120-052

Fisher Pivots for day following 26-Jan-2009
Pivot	1 day	3 day
R1	123-202	123-270
PP	123-193	123-250
S1	123-185	123-230

Download as Excel Spreadsheet

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

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