CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 30-Sep-2009

Day Change Summary
	Previous	Current
	29-Sep-2009	30-Sep-2009	Change	Change %	Previous Week
Open	117-270	118-050	0-100	0.3%	117-060
High	118-095	118-140	0-045	0.1%	118-040
Low	117-270	118-050	0-100	0.3%	116-215
Close	118-095	118-105	0-010	0.0%	117-315
Range	0-145	0-090	-0-055	-37.9%	1-145
ATR	0-167	0-162	-0-006	-3.3%	0-000
Volume	466,912	773,701	306,789	65.7%	3,689,611

Daily Pivots for day following 30-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-048	119-007	118-154
R3	118-278	118-237	118-130
R2	118-188	118-188	118-122
R1	118-147	118-147	118-113	118-168
PP	118-098	118-098	118-098	118-109
S1	118-057	118-057	118-097	118-078
S2	118-008	118-008	118-088
S3	117-238	117-287	118-080
S4	117-148	117-197	118-056

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	118-140	117-110	1-030	0.9%	0-130	0.3%	90%	True	False	738,433
10	118-140	116-215	1-245	1.5%	0-152	0.4%	94%	True	False	756,227
20	118-150	116-200	1-270	1.6%	0-153	0.4%	92%	False	False	738,495
40	118-150	113-080	5-070	4.4%	0-093	0.2%	97%	False	False	431,731

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	119-202
2.618	119-056
1.618	118-286
1.000	118-230
0.618	118-196
HIGH	118-140
0.618	118-106
0.500	118-095
0.382	118-084
LOW	118-050
0.618	117-314
1.000	117-280
1.618	117-224
2.618	117-134
4.250	116-308

Fisher Pivots for day following 30-Sep-2009
Pivot	1 day	3 day
R1	118-102	118-085
PP	118-098	118-065
S1	118-095	118-045

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

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