CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 07-Nov-2008
Day Change Summary
Previous Current
06-Nov-2008 07-Nov-2008 Change Change % Previous Week
Open 113-040 113-140 0-100 0.3% 111-200
High 113-040 113-140 0-100 0.3% 113-140
Low 113-040 112-230 -0-130 -0.4% 111-200
Close 113-040 112-260 -0-100 -0.3% 112-260
Range 0-000 0-230 0-230 1-260
ATR 0-194 0-197 0-003 1.3% 0-000
Volume 4,018 1,645 -2,373 -59.1% 9,625
Daily Pivots for day following 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 115-047 114-223 113-066
R3 114-137 113-313 113-003
R2 113-227 113-227 112-302
R1 113-083 113-083 112-281 113-040
PP 112-317 112-317 112-317 112-295
S1 112-173 112-173 112-239 112-130
S2 112-087 112-087 112-218
S3 111-177 111-263 112-197
S4 110-267 111-033 112-134
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 118-020 117-080 113-259
R3 116-080 115-140 113-100
R2 114-140 114-140 113-046
R1 113-200 113-200 112-313 114-010
PP 112-200 112-200 112-200 112-265
S1 111-260 111-260 112-207 112-070
S2 110-260 110-260 112-154
S3 109-000 110-000 112-100
S4 107-060 108-060 111-261
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-140 111-200 1-260 1.6% 0-068 0.2% 66% True False 1,925
10 113-140 111-020 2-120 2.1% 0-034 0.1% 74% True False 1,033
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 116-158
2.618 115-102
1.618 114-192
1.000 114-050
0.618 113-282
HIGH 113-140
0.618 113-052
0.500 113-025
0.382 112-318
LOW 112-230
0.618 112-088
1.000 112-000
1.618 111-178
2.618 110-268
4.250 109-212
Fisher Pivots for day following 07-Nov-2008
Pivot 1 day 3 day
R1 113-025 113-025
PP 112-317 112-317
S1 112-288 112-288

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

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