CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 28-Sep-2009

Day Change Summary
	Previous	Current
	25-Sep-2009	28-Sep-2009	Change	Change %	Previous Week
Open	117-215	117-310	0-095	0.3%	117-060
High	118-040	118-070	0-030	0.1%	118-040
Low	117-210	117-295	0-085	0.2%	116-215
Close	117-315	118-060	0-065	0.2%	117-315
Range	0-150	0-095	-0-055	-36.7%	1-145
ATR	0-175	0-169	-0-006	-3.3%	0-000
Volume	848,695	749,418	-99,277	-11.7%	3,689,611

Daily Pivots for day following 28-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-000	118-285	118-112
R3	118-225	118-190	118-086
R2	118-130	118-130	118-077
R1	118-095	118-095	118-069	118-112
PP	118-035	118-035	118-035	118-044
S1	118-000	118-000	118-051	118-018
S2	117-260	117-260	118-043
S3	117-165	117-225	118-034
S4	117-070	117-130	118-008

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-305	121-135	118-251
R3	120-160	119-310	118-123
R2	119-015	119-015	118-080
R1	118-165	118-165	118-038	118-250
PP	117-190	117-190	117-190	117-232
S1	117-020	117-020	117-272	117-105
S2	116-045	116-045	117-230
S3	114-220	115-195	117-187
S4	113-075	114-050	117-059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-070	116-215	1-175	1.3%	0-159	0.4%	98%	True	False	757,165
10	118-070	116-215	1-175	1.3%	0-158	0.4%	98%	True	False	768,691
20	118-150	116-200	1-270	1.6%	0-156	0.4%	85%	False	False	725,557
40	118-150	113-080	5-070	4.4%	0-087	0.2%	95%	False	False	400,753

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-018
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	119-154
2.618	118-319
1.618	118-224
1.000	118-165
0.618	118-129
HIGH	118-070
0.618	118-034
0.500	118-022
0.382	118-011
LOW	117-295
0.618	117-236
1.000	117-200
1.618	117-141
2.618	117-046
4.250	116-211

Fisher Pivots for day following 28-Sep-2009
Pivot	1 day	3 day
R1	118-048	118-017
PP	118-035	117-293
S1	118-022	117-250

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

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