CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 122-235 124-005 1-090 1.0% 120-025
High 123-025 125-120 2-095 1.9% 123-025
Low 122-235 124-005 1-090 1.0% 112-150
Close 122-285 124-265 1-300 1.6% 122-285
Range 0-110 1-115 1-005 295.5% 10-195
ATR 1-269 1-284 0-015 2.5% 0-000
Volume 588,171 124,842 -463,329 -78.8% 2,791,846
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 128-262 128-058 125-184
R3 127-147 126-263 125-065
R2 126-032 126-032 125-025
R1 125-148 125-148 124-305 125-250
PP 124-237 124-237 124-237 124-288
S1 124-033 124-033 124-225 124-135
S2 123-122 123-122 124-185
S3 122-007 122-238 124-145
S4 120-212 121-123 124-026
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
5 125-120 112-150 12-290 10.3% 2-204 2.1% 96% True False 583,337
10 125-120 112-150 12-290 10.3% 1-224 1.4% 96% True False 608,374
20 125-120 111-150 13-290 11.1% 1-183 1.3% 96% True False 535,181
40 125-120 111-140 13-300 11.2% 1-105 1.1% 96% True False 601,280
60 125-120 111-140 13-300 11.2% 1-067 1.0% 96% True False 756,322
80 125-120 111-140 13-300 11.2% 0-312 0.8% 96% True False 624,655
100 125-120 111-140 13-300 11.2% 0-257 0.6% 96% True False 500,571
120 125-120 109-270 15-170 12.4% 0-214 0.5% 96% True False 417,155
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 0-053
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-049
2.618 128-299
1.618 127-184
1.000 126-235
0.618 126-069
HIGH 125-120
0.618 124-274
0.500 124-222
0.382 124-171
LOW 124-005
0.618 123-056
1.000 122-210
1.618 121-261
2.618 120-146
4.250 118-076
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 124-251 122-275
PP 124-237 120-285
S1 124-222 118-295

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

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