CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 29-Jan-2009

Day Change Summary
	Previous	Current
	28-Jan-2009	29-Jan-2009	Change	Change %	Previous Week
Open	124-130	123-185	-0-265	-0.7%	124-240
High	124-270	123-290	-0-300	-0.8%	126-120
Low	123-260	122-255	-1-005	-0.8%	123-110
Close	123-270	122-265	-1-005	-0.8%	123-290
Range	1-010	1-035	0-025	7.6%	3-010
ATR	1-028	1-028	0-001	0.1%	0-000
Volume	461,231	575,605	114,374	24.8%	2,387,554

Daily Pivots for day following 29-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-162	125-248	123-140
R3	125-127	124-213	123-043
R2	124-092	124-092	123-010
R1	123-178	123-178	122-298	123-118
PP	123-057	123-057	123-057	123-026
S1	122-143	122-143	122-232	122-082
S2	122-022	122-022	122-200
S3	120-307	121-108	122-167
S4	119-272	120-073	122-070

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	124-270	122-255	2-015	1.7%	0-300	0.8%	2%	False	True	562,112
10	127-100	122-255	4-165	3.7%	0-314	0.8%	1%	False	True	547,612
20	127-140	122-255	4-205	3.8%	1-026	0.9%	1%	False	True	440,451
40	128-210	122-030	6-180	5.3%	1-000	0.8%	11%	False	False	397,159
60	128-210	111-200	17-010	13.9%	0-252	0.6%	66%	False	False	296,246

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	0-066
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	128-199
2.618	126-259
1.618	125-224
1.000	125-005
0.618	124-189
HIGH	123-290
0.618	123-154
0.500	123-112
0.382	123-071
LOW	122-255
0.618	122-036
1.000	121-220
1.618	121-001
2.618	119-286
4.250	118-026

Fisher Pivots for day following 29-Jan-2009
Pivot	1 day	3 day
R1	123-112	123-262
PP	123-057	123-157
S1	123-001	123-051

Download as Excel Spreadsheet

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

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