CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 02-Dec-2008
Day Change Summary
Previous Current
01-Dec-2008 02-Dec-2008 Change Change % Previous Week
Open 124-005 125-000 0-315 0.8% 120-025
High 125-120 125-160 0-040 0.1% 123-025
Low 124-005 124-255 0-250 0.6% 112-150
Close 124-265 125-080 0-135 0.3% 122-285
Range 1-115 0-225 -0-210 -48.3% 10-195
ATR 1-284 1-257 -0-027 -4.5% 0-000
Volume 124,842 189,416 64,574 51.7% 2,791,846
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 127-093 126-312 125-204
R3 126-188 126-087 125-142
R2 125-283 125-283 125-121
R1 125-182 125-182 125-101 125-232
PP 125-058 125-058 125-058 125-084
S1 124-277 124-277 125-059 125-008
S2 124-153 124-153 125-039
S3 123-248 124-052 125-018
S4 123-023 123-147 124-276
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
5 125-160 112-150 13-010 10.4% 2-204 2.1% 98% True False 485,885
10 125-160 112-150 13-010 10.4% 1-231 1.4% 98% True False 578,157
20 125-160 111-150 14-010 11.2% 1-169 1.2% 98% True False 520,097
40 125-160 111-140 14-020 11.2% 1-108 1.1% 98% True False 586,315
60 125-160 111-140 14-020 11.2% 1-068 1.0% 98% True False 745,191
80 125-160 111-140 14-020 11.2% 0-314 0.8% 98% True False 626,858
100 125-160 111-140 14-020 11.2% 0-259 0.6% 98% True False 502,447
120 125-160 109-270 15-210 12.5% 0-216 0.5% 98% True False 418,733
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-054
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-156
2.618 127-109
1.618 126-204
1.000 126-065
0.618 125-299
HIGH 125-160
0.618 125-074
0.500 125-048
0.382 125-021
LOW 124-255
0.618 124-116
1.000 124-030
1.618 123-211
2.618 122-306
4.250 121-259
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 125-069 124-279
PP 125-058 124-158
S1 125-048 124-038

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

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