CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 121-230 122-235 1-005 0.8% 120-025
High 122-150 123-025 0-195 0.5% 123-025
Low 112-150 122-235 10-085 9.1% 112-150
Close 122-115 122-285 0-170 0.4% 122-285
Range 10-000 0-110 -9-210 -96.6% 10-195
ATR 1-297 1-269 -0-028 -4.5% 0-000
Volume 921,709 588,171 -333,538 -36.2% 2,791,846
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 123-298 123-242 123-026
R3 123-188 123-132 122-315
R2 123-078 123-078 122-305
R1 123-022 123-022 122-295 123-050
PP 122-288 122-288 122-288 122-302
S1 122-232 122-232 122-275 122-260
S2 122-178 122-178 122-265
S3 122-068 122-122 122-255
S4 121-278 122-012 122-224
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 151-098 147-227 128-232
R3 140-223 137-032 125-259
R2 130-028 130-028 124-267
R1 126-157 126-157 123-276 128-092
PP 119-153 119-153 119-153 120-121
S1 115-282 115-282 121-294 117-218
S2 108-278 108-278 120-303
S3 98-083 105-087 119-311
S4 87-208 94-212 117-018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-025 112-150 10-195 8.6% 2-153 2.0% 98% True False 755,559
10 123-025 112-150 10-195 8.6% 1-206 1.3% 98% True False 660,314
20 123-025 111-150 11-195 9.4% 1-169 1.2% 98% True False 556,751
40 123-025 111-140 11-205 9.5% 1-103 1.1% 98% True False 618,270
60 123-025 111-140 11-205 9.5% 1-062 1.0% 98% True False 773,769
80 123-025 111-140 11-205 9.5% 0-306 0.8% 98% True False 623,412
100 123-025 111-140 11-205 9.5% 0-253 0.6% 98% True False 499,324
120 123-025 109-270 13-075 10.8% 0-211 0.5% 99% True False 416,117
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-053
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 124-172
2.618 123-313
1.618 123-203
1.000 123-135
0.618 123-093
HIGH 123-025
0.618 122-303
0.500 122-290
0.382 122-277
LOW 122-235
0.618 122-167
1.000 122-125
1.618 122-057
2.618 121-267
4.250 121-088
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 122-290 121-059
PP 122-288 119-153
S1 122-287 117-248

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

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