CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 113-140 113-040 -0-100 -0.3% 113-060
High 113-140 113-040 -0-100 -0.3% 113-060
Low 113-030 113-040 0-010 0.0% 111-020
Close 113-060 113-040 -0-020 -0.1% 111-020
Range 0-110 0-000 -0-110 -100.0% 2-040
ATR 0-207 0-194 -0-013 -6.5% 0-000
Volume 2,917 4,018 1,101 37.7% 707
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 113-040 113-040 113-040
R3 113-040 113-040 113-040
R2 113-040 113-040 113-040
R1 113-040 113-040 113-040 113-040
PP 113-040 113-040 113-040 113-040
S1 113-040 113-040 113-040 113-040
S2 113-040 113-040 113-040
S3 113-040 113-040 113-040
S4 113-040 113-040 113-040
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 118-047 116-233 112-074
R3 116-007 114-193 111-207
R2 113-287 113-287 111-145
R1 112-153 112-153 111-082 112-040
PP 111-247 111-247 111-247 111-190
S1 110-113 110-113 110-278 110-000
S2 109-207 109-207 110-215
S3 107-167 108-073 110-153
S4 105-127 106-033 109-286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-140 111-020 2-120 2.1% 0-022 0.1% 87% False False 1,623
10 113-140 111-020 2-120 2.1% 0-011 0.0% 87% False False 996
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-040
2.618 113-040
1.618 113-040
1.000 113-040
0.618 113-040
HIGH 113-040
0.618 113-040
0.500 113-040
0.382 113-040
LOW 113-040
0.618 113-040
1.000 113-040
1.618 113-040
2.618 113-040
4.250 113-040
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 113-040 113-065
PP 113-040 113-057
S1 113-040 113-048

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

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