CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 114-120 114-190 0-070 0.2% 112-220
High 114-130 114-240 0-110 0.3% 114-240
Low 114-010 114-190 0-180 0.5% 112-220
Close 114-060 114-240 0-180 0.5% 114-240
Range 0-120 0-050 -0-070 -58.3% 2-020
ATR 0-191 0-190 -0-001 -0.4% 0-000
Volume 10,044 22,130 12,086 120.3% 52,258
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 115-053 115-037 114-268
R3 115-003 114-307 114-254
R2 114-273 114-273 114-249
R1 114-257 114-257 114-245 114-265
PP 114-223 114-223 114-223 114-228
S1 114-207 114-207 114-235 114-215
S2 114-173 114-173 114-231
S3 114-123 114-157 114-226
S4 114-073 114-107 114-212
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 120-080 119-180 115-283
R3 118-060 117-160 115-102
R2 116-040 116-040 115-041
R1 115-140 115-140 114-300 115-250
PP 114-020 114-020 114-020 114-075
S1 113-120 113-120 114-180 113-230
S2 112-000 112-000 114-119
S3 109-300 111-100 114-058
S4 107-280 109-080 113-197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-240 112-220 2-020 1.8% 0-070 0.2% 100% True False 10,451
10 114-240 111-200 3-040 2.7% 0-069 0.2% 100% True False 6,188
20 114-240 110-230 4-010 3.5% 0-034 0.1% 100% True False 3,204
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 False
Bull Hook False
Stretch 0-001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-132
2.618 115-051
1.618 115-001
1.000 114-290
0.618 114-271
HIGH 114-240
0.618 114-221
0.500 114-215
0.382 114-209
LOW 114-190
0.618 114-159
1.000 114-140
1.618 114-109
2.618 114-059
4.250 113-298
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 114-232 114-202
PP 114-223 114-163
S1 114-215 114-125

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

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