CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 115-240 116-310 1-070 1.1% 112-220
High 116-070 116-310 0-240 0.6% 114-240
Low 115-240 116-310 1-070 1.1% 112-220
Close 116-070 116-310 0-240 0.6% 114-240
Range 0-150 0-000 -0-150 -100.0% 2-020
ATR 0-197 0-200 0-003 1.6% 0-000
Volume 30,029 65,114 35,085 116.8% 52,258
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 116-310 116-310 116-310
R3 116-310 116-310 116-310
R2 116-310 116-310 116-310
R1 116-310 116-310 116-310 116-310
PP 116-310 116-310 116-310 116-310
S1 116-310 116-310 116-310 116-310
S2 116-310 116-310 116-310
S3 116-310 116-310 116-310
S4 116-310 116-310 116-310
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
5 116-310 114-010 2-300 2.5% 0-064 0.2% 100% True False 27,194
10 116-310 112-220 4-090 3.7% 0-073 0.2% 100% True False 16,171
20 116-310 111-020 5-290 5.0% 0-042 0.1% 100% True False 8,386
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
4.250 116-310
2.618 116-310
1.618 116-310
1.000 116-310
0.618 116-310
HIGH 116-310
0.618 116-310
0.500 116-310
0.382 116-310
LOW 116-310
0.618 116-310
1.000 116-310
1.618 116-310
2.618 116-310
4.250 116-310
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 116-310 116-217
PP 116-310 116-123
S1 116-310 116-030

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

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