CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 117-110 117-260 0-150 0.4% 114-220
High 117-200 118-190 0-310 0.8% 117-150
Low 117-050 117-245 0-195 0.5% 111-150
Close 117-145 118-150 1-005 0.9% 116-295
Range 0-150 0-265 0-115 76.7% 6-000
ATR 1-097 1-094 -0-004 -0.9% 0-000
Volume 491,581 391,834 -99,747 -20.3% 1,740,869
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 120-243 120-142 118-296
R3 119-298 119-197 118-223
R2 119-033 119-033 118-199
R1 118-252 118-252 118-174 118-302
PP 118-088 118-088 118-088 118-114
S1 117-307 117-307 118-126 118-038
S2 117-143 117-143 118-101
S3 116-198 117-042 118-077
S4 115-253 116-097 118-004
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 133-092 131-033 120-071
R3 127-092 125-033 118-183
R2 121-092 121-092 118-007
R1 119-033 119-033 117-151 120-062
PP 115-092 115-092 115-092 115-266
S1 113-033 113-033 116-119 114-062
S2 109-092 109-092 115-263
S3 103-092 107-033 115-087
S4 97-092 101-033 113-199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-190 111-150 7-040 6.0% 1-206 1.4% 98% True False 424,341
10 118-190 111-150 7-040 6.0% 1-115 1.1% 98% True False 440,844
20 118-190 111-150 7-040 6.0% 1-056 1.0% 98% True False 500,415
40 118-280 111-140 7-140 6.3% 1-041 1.0% 95% False False 644,281
60 119-085 111-140 7-265 6.6% 1-002 0.8% 90% False False 741,525
80 119-085 111-140 7-265 6.6% 0-249 0.7% 90% False False 560,534
100 119-085 111-140 7-265 6.6% 0-207 0.5% 90% False False 448,576
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-061
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-036
2.618 120-244
1.618 119-299
1.000 119-135
0.618 119-034
HIGH 118-190
0.618 118-089
0.500 118-058
0.382 118-026
LOW 117-245
0.618 117-081
1.000 116-300
1.618 116-136
2.618 115-191
4.250 114-079
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 118-119 118-060
PP 118-088 117-290
S1 118-058 117-200

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

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