CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 115-290 116-250 0-280 0.8% 113-150
High 116-275 117-030 0-075 0.2% 115-250
Low 111-150 116-120 4-290 4.4% 113-065
Close 116-210 116-130 -0-080 -0.2% 115-020
Range 5-125 0-230 -4-215 -86.7% 2-185
ATR 1-135 1-119 -0-016 -3.5% 0-000
Volume 98,536 495,511 396,975 402.9% 2,387,927
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 118-250 118-100 116-256
R3 118-020 117-190 116-193
R2 117-110 117-110 116-172
R1 116-280 116-280 116-151 116-240
PP 116-200 116-200 116-200 116-180
S1 116-050 116-050 116-109 116-010
S2 115-290 115-290 116-088
S3 115-060 115-140 116-067
S4 114-150 114-230 116-004
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
5 117-030 111-150 5-200 4.8% 1-267 1.6% 88% True False 423,359
10 117-030 111-150 5-200 4.8% 1-132 1.2% 88% True False 453,188
20 117-030 111-140 5-210 4.9% 1-077 1.1% 88% True False 517,467
40 119-000 111-140 7-180 6.5% 1-052 1.0% 66% False False 702,931
60 119-085 111-140 7-265 6.7% 0-310 0.8% 63% False False 718,585
80 119-085 111-140 7-265 6.7% 0-244 0.7% 63% False False 541,512
100 119-085 111-070 8-015 6.9% 0-200 0.5% 64% False False 433,305
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-067
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-048
2.618 118-312
1.618 118-082
1.000 117-260
0.618 117-172
HIGH 117-030
0.618 116-262
0.500 116-235
0.382 116-208
LOW 116-120
0.618 115-298
1.000 115-210
1.618 115-068
2.618 114-158
4.250 113-102
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 116-235 115-223
PP 116-200 114-317
S1 116-165 114-090

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

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