CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 116-310 118-050 1-060 1.0% 112-220
High 116-310 118-050 1-060 1.0% 114-240
Low 116-310 118-050 1-060 1.0% 112-220
Close 116-310 118-120 1-130 1.2% 114-240
Range
ATR 0-200 0-213 0-013 6.4% 0-000
Volume 65,114 76,615 11,501 17.7% 52,258
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 118-073 118-097 118-120
R3 118-073 118-097 118-120
R2 118-073 118-073 118-120
R1 118-097 118-097 118-120 118-085
PP 118-073 118-073 118-073 118-068
S1 118-097 118-097 118-120 118-085
S2 118-073 118-073 118-120
S3 118-073 118-097 118-120
S4 118-073 118-097 118-120
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
5 118-050 114-190 3-180 3.0% 0-040 0.1% 106% True False 40,508
10 118-050 112-220 5-150 4.6% 0-073 0.2% 104% True False 23,431
20 118-050 111-020 7-030 6.0% 0-042 0.1% 103% True False 12,213
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 118-050
2.618 118-050
1.618 118-050
1.000 118-050
0.618 118-050
HIGH 118-050
0.618 118-050
0.500 118-050
0.382 118-050
LOW 118-050
0.618 118-050
1.000 118-050
1.618 118-050
2.618 118-050
4.250 118-050
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 118-097 117-288
PP 118-073 117-137
S1 118-050 116-305

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

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