CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 120-100 120-025 -0-075 -0.2% 117-110
High 120-180 120-030 -0-150 -0.4% 120-270
Low 120-000 119-125 -0-195 -0.5% 117-050
Close 120-155 119-125 -1-030 -0.9% 120-155
Range 0-180 0-225 0-045 25.0% 3-220
ATR 1-081 1-077 -0-004 -0.9% 0-000
Volume 985,951 676,678 -309,273 -31.4% 3,167,055
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 121-235 121-085 119-249
R3 121-010 120-180 119-187
R2 120-105 120-105 119-166
R1 119-275 119-275 119-146 119-238
PP 119-200 119-200 119-200 119-181
S1 119-050 119-050 119-104 119-012
S2 118-295 118-295 119-084
S3 118-070 118-145 119-063
S4 117-165 117-240 119-001
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
5 120-270 117-245 3-025 2.6% 0-258 0.7% 53% False False 670,430
10 120-270 111-150 9-120 7.9% 1-084 1.1% 85% False False 558,460
20 120-270 111-150 9-120 7.9% 1-033 0.9% 85% False False 533,236
40 120-270 111-140 9-130 7.9% 1-045 1.0% 85% False False 626,269
60 120-270 111-140 9-130 7.9% 1-015 0.9% 85% False False 774,827
80 120-270 111-140 9-130 7.9% 0-262 0.7% 85% False False 597,283
100 120-270 111-140 9-130 7.9% 0-217 0.6% 85% False False 478,178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-076
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-026
2.618 121-299
1.618 121-074
1.000 120-255
0.618 120-169
HIGH 120-030
0.618 119-264
0.500 119-238
0.382 119-211
LOW 119-125
0.618 118-306
1.000 118-220
1.618 118-081
2.618 117-176
4.250 116-129
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 119-238 120-038
PP 119-200 119-280
S1 119-162 119-202

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

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