CBOT 10-Year T-Note Future September 2009

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Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary Previous Current 30-Dec-2008 31-Dec-2008 Change Change % Previous Week Open 124-290 123-090 -1-200 -1.3% 124-220 High 124-290 123-090 -1-200 -1.3% 125-020 Low 124-290 123-090 -1-200 -1.3% 124-150 Close 124-290 123-090 -1-200 -1.3% 125-020 Range ATR 0-196 0-219 0-023 11.8% 0-000 Volume 2 2 0 0.0% 8
Daily Pivots for day following 31-Dec-2008 Classic Woodie Camarilla DeMark R4 123-090 123-090 123-090 R3 123-090 123-090 123-090 R2 123-090 123-090 123-090 R1 123-090 123-090 123-090 123-090 PP 123-090 123-090 123-090 123-090 S1 123-090 123-090 123-090 123-090 S2 123-090 123-090 123-090 S3 123-090 123-090 123-090 S4 123-090 123-090 123-090	Weekly Pivots for week ending 26-Dec-2008 Classic Woodie Camarilla DeMark R4 126-207 126-143 125-124 R3 126-017 125-273 125-072 R2 125-147 125-147 125-055 R1 125-083 125-083 125-037 125-115 PP 124-277 124-277 124-277 124-292 S1 124-213 124-213 125-003 124-245 S2 124-087 124-087 124-305 S3 123-217 124-023 124-288 S4 123-027 123-153 124-236
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 125-140 123-090 2-050 1.7% 0-000 0.0% 0% False True 2 10 125-240 123-090 2-150 2.0% 0-000 0.0% 0% False True 2
Crabel Price Patterns NR False 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 0-000	Fibonacci Retracements and Extensions 4.250 123-090 2.618 123-090 1.618 123-090 1.000 123-090 0.618 123-090 HIGH 123-090 0.618 123-090 0.500 123-090 0.382 123-090 LOW 123-090 0.618 123-090 1.000 123-090 1.618 123-090 2.618 123-090 4.250 123-090
Fisher Pivots for day following 31-Dec-2008 Pivot 1 day 3 day R1 123-090 124-115 PP 123-090 124-000 S1 123-090 123-205

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