CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 112-040 111-200 -0-160 -0.4% 110-230
High 112-040 111-200 -0-160 -0.4% 113-290
Low 112-040 111-200 -0-160 -0.4% 110-230
Close 112-040 111-200 -0-160 -0.4% 113-060
Range
ATR
Volume 224 138 -86 -38.4% 1,494
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 111-200 111-200 111-200
R3 111-200 111-200 111-200
R2 111-200 111-200 111-200
R1 111-200 111-200 111-200 111-200
PP 111-200 111-200 111-200 111-200
S1 111-200 111-200 111-200 111-200
S2 111-200 111-200 111-200
S3 111-200 111-200 111-200
S4 111-200 111-200 111-200
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 122-053 120-277 114-301
R3 118-313 117-217 114-020
R2 115-253 115-253 113-247
R1 114-157 114-157 113-154 115-045
PP 112-193 112-193 112-193 112-298
S1 111-097 111-097 112-286 111-305
S2 109-133 109-133 112-193
S3 106-073 108-037 112-100
S4 103-013 104-297 111-139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-060 111-200 1-180 1.4% 0-000 0.0% 0% False True 368
10 113-290 110-040 3-250 3.4% 0-000 0.0% 40% False False 259
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 111-200
2.618 111-200
1.618 111-200
1.000 111-200
0.618 111-200
HIGH 111-200
0.618 111-200
0.500 111-200
0.382 111-200
LOW 111-200
0.618 111-200
1.000 111-200
1.618 111-200
2.618 111-200
4.250 111-200
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 111-200 112-010
PP 111-200 111-287
S1 111-200 111-243

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

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