CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 113-140 112-220 -0-240 -0.7% 111-200
High 113-140 113-080 -0-060 -0.2% 113-140
Low 112-230 112-220 -0-010 0.0% 111-200
Close 112-260 113-070 0-130 0.4% 112-260
Range 0-230 0-180 -0-050 -21.7% 1-260
ATR 0-197 0-195 -0-001 -0.6% 0-000
Volume 1,645 14,893 13,248 805.3% 9,625
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 114-237 114-173 113-169
R3 114-057 113-313 113-120
R2 113-197 113-197 113-103
R1 113-133 113-133 113-086 113-165
PP 113-017 113-017 113-017 113-032
S1 112-273 112-273 113-054 112-305
S2 112-157 112-157 113-037
S3 111-297 112-093 113-020
S4 111-117 111-233 112-291
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
5 113-140 112-220 0-240 0.7% 0-104 0.3% 71% False True 4,773
10 113-140 111-020 2-120 2.1% 0-052 0.1% 91% False False 2,514
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 True
Bull Hook False
Stretch 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-205
2.618 114-231
1.618 114-051
1.000 113-260
0.618 113-191
HIGH 113-080
0.618 113-011
0.500 112-310
0.382 112-289
LOW 112-220
0.618 112-109
1.000 112-040
1.618 111-249
2.618 111-069
4.250 110-095
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 113-043 113-053
PP 113-017 113-037
S1 112-310 113-020

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

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