CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 114-140 114-120 -0-020 -0.1% 111-200
High 114-140 114-130 -0-010 0.0% 113-140
Low 114-140 114-010 -0-130 -0.4% 111-200
Close 114-140 114-060 -0-080 -0.2% 112-260
Range 0-000 0-120 0-120 1-260
ATR 0-196 0-191 -0-005 -2.4% 0-000
Volume 736 10,044 9,308 1,264.7% 9,625
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 115-107 115-043 114-126
R3 114-307 114-243 114-093
R2 114-187 114-187 114-082
R1 114-123 114-123 114-071 114-095
PP 114-067 114-067 114-067 114-052
S1 114-003 114-003 114-049 113-295
S2 113-267 113-267 114-038
S3 113-147 113-203 114-027
S4 113-027 113-083 113-314
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
5 114-140 112-220 1-240 1.5% 0-106 0.3% 86% False False 6,354
10 114-140 111-020 3-120 3.0% 0-064 0.2% 93% False False 3,989
20 114-140 110-040 4-100 3.8% 0-032 0.1% 94% False False 2,124
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 0-001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-000
2.618 115-124
1.618 115-004
1.000 114-250
0.618 114-204
HIGH 114-130
0.618 114-084
0.500 114-070
0.382 114-056
LOW 114-010
0.618 113-256
1.000 113-210
1.618 113-136
2.618 113-016
4.250 112-140
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 114-070 114-048
PP 114-067 114-037
S1 114-063 114-025

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

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