CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 24-Sep-2008
Day Change Summary
Previous Current
23-Sep-2008 24-Sep-2008 Change Change % Previous Week
Open 115-110 115-075 -0-035 -0.1% 117-280
High 115-135 115-190 0-055 0.1% 119-085
Low 114-190 115-000 0-130 0.4% 115-140
Close 114-275 115-075 0-120 0.3% 115-205
Range 0-265 0-190 -0-075 -28.3% 3-265
ATR 1-004 0-317 -0-006 -2.0% 0-000
Volume 828,022 909,342 81,320 9.8% 6,387,483
Daily Pivots for day following 24-Sep-2008
Classic Woodie Camarilla DeMark
R4 117-018 116-237 115-180
R3 116-148 116-047 115-127
R2 115-278 115-278 115-110
R1 115-177 115-177 115-092 115-170
PP 115-088 115-088 115-088 115-085
S1 114-307 114-307 115-058 114-300
S2 114-218 114-218 115-040
S3 114-028 114-117 115-023
S4 113-158 113-247 114-290
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 128-085 125-250 117-239
R3 124-140 121-305 116-222
R2 120-195 120-195 116-110
R1 118-040 118-040 115-317 117-145
PP 116-250 116-250 116-250 116-142
S1 114-095 114-095 115-093 113-200
S2 112-305 112-305 114-300
S3 109-040 110-150 114-188
S4 105-095 106-205 113-171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-265 114-190 4-075 3.7% 0-283 0.8% 15% False False 1,054,503
10 119-085 114-190 4-215 4.1% 0-299 0.8% 14% False False 1,187,389
20 119-085 114-190 4-215 4.1% 0-271 0.7% 14% False False 1,058,686
40 119-085 112-170 6-235 5.8% 0-152 0.4% 40% False False 549,938
60 119-085 111-230 7-175 6.5% 0-115 0.3% 47% False False 367,149
Crabel Price Patterns
NR True
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 0-074
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-038
2.618 117-047
1.618 116-177
1.000 116-060
0.618 115-307
HIGH 115-190
0.618 115-117
0.500 115-095
0.382 115-073
LOW 115-000
0.618 114-203
1.000 114-130
1.618 114-013
2.618 113-143
4.250 112-152
Fisher Pivots for day following 24-Sep-2008
Pivot 1 day 3 day
R1 115-095 115-060
PP 115-088 115-045
S1 115-082 115-030

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

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