CBOT 10-Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 20-Mar-2009

Day Change Summary
	Previous	Current
	19-Mar-2009	20-Mar-2009	Change	Change %	Previous Week
Open	125-085	124-200	-0-205	-0.5%	121-115
High	126-010	124-290	-1-040	-0.9%	126-010
Low	124-170	124-150	-0-020	-0.1%	120-300
Close	124-170	124-185	0-015	0.0%	124-185
Range	1-160	0-140	-1-020	-70.8%	5-030
ATR	1-065	1-048	-0-018	-4.5%	0-000
Volume	1,030,466	891,011	-139,455	-13.5%	3,848,584

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-308	125-227	124-262
R3	125-168	125-087	124-224
R2	125-028	125-028	124-211
R1	124-267	124-267	124-198	124-238
PP	124-208	124-208	124-208	124-194
S1	124-127	124-127	124-172	124-098
S2	124-068	124-068	124-159
S3	123-248	123-307	124-146
S4	123-108	123-167	124-108

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	139-042	136-303	127-122
R3	134-012	131-273	125-313
R2	128-302	128-302	125-164
R1	126-243	126-243	125-014	127-272
PP	123-272	123-272	123-272	124-126
S1	121-213	121-213	124-036	122-242
S2	118-242	118-242	123-206
S3	113-212	116-183	123-057
S4	108-182	111-153	121-248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-010	120-300	5-030	4.1%	1-168	1.2%	71%	False	False	769,716
10	126-010	120-240	5-090	4.2%	1-055	0.9%	72%	False	False	758,122
20	126-010	119-190	6-140	5.2%	0-287	0.7%	77%	False	False	586,521
40	126-010	119-140	6-190	5.3%	0-149	0.4%	78%	False	False	297,984

Crabel Price Patterns
NR	True
NR4	True
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	0-076
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-245
2.618	126-017
1.618	125-197
1.000	125-110
0.618	125-057
HIGH	124-290
0.618	124-237
0.500	124-220
0.382	124-203
LOW	124-150
0.618	124-063
1.000	124-010
1.618	123-243
2.618	123-103
4.250	122-195

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	124-220	124-070
PP	124-208	123-275
S1	124-197	123-160

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

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