CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 120-260 121-230 0-290 0.8% 117-110
High 121-170 122-150 0-300 0.8% 120-270
Low 120-240 112-150 -8-090 -6.9% 117-050
Close 121-055 122-115 1-060 1.0% 120-155
Range 0-250 10-000 9-070 1,180.0% 3-220
ATR 1-098 1-297 0-199 47.6% 0-000
Volume 605,288 921,709 316,421 52.3% 3,167,055
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 149-032 145-233 127-275
R3 139-032 135-233 125-035
R2 129-032 129-032 124-062
R1 125-233 125-233 123-088 127-132
PP 119-032 119-032 119-032 119-301
S1 115-233 115-233 121-142 117-132
S2 109-032 109-032 120-168
S3 99-032 105-233 119-195
S4 89-032 95-233 116-275
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
5 122-150 112-150 10-000 8.2% 2-202 2.2% 99% True True 783,608
10 122-150 112-150 10-000 8.2% 1-218 1.4% 99% True True 651,048
20 122-150 111-150 11-000 9.0% 1-178 1.3% 99% True False 557,647
40 122-150 111-140 11-010 9.0% 1-115 1.1% 99% True False 627,494
60 122-150 111-140 11-010 9.0% 1-066 1.0% 99% True False 775,498
80 122-150 111-140 11-010 9.0% 0-305 0.8% 99% True False 616,212
100 122-150 111-140 11-010 9.0% 0-252 0.6% 99% True False 493,442
120 122-150 109-270 12-200 10.3% 0-210 0.5% 99% True False 411,215
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 0-063
Widest range in 122 trading days
Fibonacci Retracements and Extensions
4.250 164-310
2.618 148-208
1.618 138-208
1.000 132-150
0.618 128-208
HIGH 122-150
0.618 118-208
0.500 117-150
0.382 116-092
LOW 112-150
0.618 106-092
1.000 102-150
1.618 96-092
2.618 86-092
4.250 69-310
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 120-233 120-233
PP 119-032 119-032
S1 117-150 117-150

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

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