CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 114-220 115-290 1-070 1.1% 113-150
High 115-210 116-275 1-065 1.0% 115-250
Low 114-140 111-150 -2-310 -2.6% 113-065
Close 115-170 116-210 1-040 1.0% 115-020
Range 1-070 5-125 4-055 342.3% 2-185
ATR 1-038 1-135 0-098 27.3% 0-000
Volume 502,575 98,536 -404,039 -80.4% 2,387,927
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 131-053 129-097 119-199
R3 125-248 123-292 118-044
R2 120-123 120-123 117-206
R1 118-167 118-167 117-048 119-145
PP 114-318 114-318 114-318 115-148
S1 113-042 113-042 116-052 114-020
S2 109-193 109-193 115-214
S3 104-068 107-237 115-056
S4 98-263 102-112 113-221
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 122-133 121-102 116-154
R3 119-268 118-237 115-247
R2 117-083 117-083 115-171
R1 116-052 116-052 115-096 116-228
PP 114-218 114-218 114-218 114-306
S1 113-187 113-187 114-264 114-042
S2 112-033 112-033 114-189
S3 109-168 111-002 114-113
S4 106-303 108-137 113-206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-275 111-150 5-125 4.6% 1-260 1.6% 96% True True 414,503
10 116-275 111-150 5-125 4.6% 1-139 1.2% 96% True True 464,246
20 116-275 111-140 5-135 4.6% 1-074 1.1% 96% True False 521,869
40 119-085 111-140 7-265 6.7% 1-060 1.0% 67% False False 720,799
60 119-085 111-140 7-265 6.7% 0-307 0.8% 67% False False 710,577
80 119-085 111-140 7-265 6.7% 0-241 0.6% 67% False False 535,320
100 119-085 110-180 8-225 7.5% 0-198 0.5% 70% False False 428,350
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-067
Widest range in 112 trading days
Fibonacci Retracements and Extensions
4.250 139-246
2.618 130-311
1.618 125-186
1.000 122-080
0.618 120-061
HIGH 116-275
0.618 114-256
0.500 114-052
0.382 113-169
LOW 111-150
0.618 108-044
1.000 106-025
1.618 102-239
2.618 97-114
4.250 88-179
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 115-264 115-264
PP 114-318 114-318
S1 114-052 114-052

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

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