CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 119-235 120-100 0-185 0.5% 117-110
High 120-270 120-180 -0-090 -0.2% 120-270
Low 119-235 120-000 0-085 0.2% 117-050
Close 120-230 120-155 -0-075 -0.2% 120-155
Range 1-035 0-180 -0-175 -49.3% 3-220
ATR 1-094 1-081 -0-013 -3.2% 0-000
Volume 728,414 985,951 257,537 35.4% 3,167,055
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 122-012 121-263 120-254
R3 121-152 121-083 120-204
R2 120-292 120-292 120-188
R1 120-223 120-223 120-172 120-258
PP 120-112 120-112 120-112 120-129
S1 120-043 120-043 120-138 120-078
S2 119-252 119-252 120-122
S3 119-072 119-183 120-106
S4 118-212 119-003 120-056
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 130-178 129-067 122-164
R3 126-278 125-167 121-160
R2 123-058 123-058 121-051
R1 121-267 121-267 120-263 122-162
PP 119-158 119-158 119-158 119-266
S1 118-047 118-047 120-047 118-262
S2 115-258 115-258 119-259
S3 112-038 114-147 119-150
S4 108-138 110-247 118-146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-270 117-050 3-220 3.1% 0-243 0.6% 90% False False 633,411
10 120-270 111-150 9-120 7.8% 1-090 1.1% 96% False False 539,371
20 120-270 111-150 9-120 7.8% 1-044 0.9% 96% False False 532,790
40 120-270 111-140 9-130 7.8% 1-045 0.9% 96% False False 627,805
60 120-270 111-140 9-130 7.8% 1-014 0.9% 96% False False 771,432
80 120-270 111-140 9-130 7.8% 0-259 0.7% 96% False False 588,871
100 120-270 111-140 9-130 7.8% 0-215 0.6% 96% False False 471,411
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-075
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-305
2.618 122-011
1.618 121-151
1.000 121-040
0.618 120-291
HIGH 120-180
0.618 120-111
0.500 120-090
0.382 120-069
LOW 120-000
0.618 119-209
1.000 119-140
1.618 119-029
2.618 118-169
4.250 117-195
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 120-133 120-075
PP 120-112 119-315
S1 120-090 119-235

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

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