CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 118-050 117-310 -0-060 -0.2% 115-070
High 118-050 117-310 -0-060 -0.2% 118-050
Low 118-050 117-240 -0-130 -0.3% 115-070
Close 118-120 118-070 -0-050 -0.1% 118-070
Range 0-000 0-070 0-070 2-300
ATR 0-213 0-212 -0-001 -0.4% 0-000
Volume 76,615 174,499 97,884 127.8% 354,911
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 118-203 118-207 118-108
R3 118-133 118-137 118-089
R2 118-063 118-063 118-083
R1 118-067 118-067 118-076 118-065
PP 117-313 117-313 117-313 117-312
S1 117-317 117-317 118-064 117-315
S2 117-243 117-243 118-057
S3 117-173 117-247 118-051
S4 117-103 117-177 118-032
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 126-003 125-017 119-267
R3 123-023 122-037 119-008
R2 120-043 120-043 118-242
R1 119-057 119-057 118-156 119-210
PP 117-063 117-063 117-063 117-140
S1 116-077 116-077 117-304 116-230
S2 114-083 114-083 117-218
S3 111-103 113-097 117-132
S4 108-123 110-117 116-193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-050 115-070 2-300 2.5% 0-044 0.1% 102% False False 70,982
10 118-050 112-220 5-150 4.6% 0-057 0.2% 101% False False 40,716
20 118-050 111-020 7-030 6.0% 0-046 0.1% 101% False False 20,875
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
4.250 118-288
2.618 118-173
1.618 118-103
1.000 118-060
0.618 118-033
HIGH 117-310
0.618 117-283
0.500 117-275
0.382 117-267
LOW 117-240
0.618 117-197
1.000 117-170
1.618 117-127
2.618 117-057
4.250 116-262
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 118-032 118-000
PP 117-313 117-250
S1 117-275 117-180

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

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