CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 03-Dec-2008
Day Change Summary
Previous Current
02-Dec-2008 03-Dec-2008 Change Change % Previous Week
Open 125-000 125-020 0-020 0.1% 120-025
High 125-160 125-305 0-145 0.4% 123-025
Low 124-255 125-020 0-085 0.2% 112-150
Close 125-080 125-305 0-225 0.6% 122-285
Range 0-225 0-285 0-060 26.7% 10-195
ATR 1-257 1-236 -0-021 -3.6% 0-000
Volume 189,416 103,652 -85,764 -45.3% 2,791,846
Daily Pivots for day following 03-Dec-2008
Classic Woodie Camarilla DeMark
R4 128-105 128-010 126-142
R3 127-140 127-045 126-063
R2 126-175 126-175 126-037
R1 126-080 126-080 126-011 126-128
PP 125-210 125-210 125-210 125-234
S1 125-115 125-115 125-279 125-162
S2 124-245 124-245 125-253
S3 123-280 124-150 125-227
S4 122-315 123-185 125-148
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
5 125-305 112-150 13-155 10.7% 2-211 2.1% 100% True False 385,558
10 125-305 112-150 13-155 10.7% 1-233 1.4% 100% True False 549,339
20 125-305 111-150 14-155 11.5% 1-174 1.2% 100% True False 495,092
40 125-305 111-140 14-165 11.5% 1-105 1.1% 100% True False 570,755
60 125-305 111-140 14-165 11.5% 1-067 1.0% 100% True False 732,809
80 125-305 111-140 14-165 11.5% 0-313 0.8% 100% True False 627,997
100 125-305 111-140 14-165 11.5% 0-262 0.7% 100% True False 503,480
120 125-305 109-270 16-035 12.8% 0-219 0.5% 100% True False 419,597
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 0-052
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-236
2.618 128-091
1.618 127-126
1.000 126-270
0.618 126-161
HIGH 125-305
0.618 125-196
0.500 125-162
0.382 125-129
LOW 125-020
0.618 124-164
1.000 124-055
1.618 123-199
2.618 122-234
4.250 121-089
Fisher Pivots for day following 03-Dec-2008
Pivot 1 day 3 day
R1 125-258 125-202
PP 125-210 125-098
S1 125-162 124-315

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

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