CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 117-310 117-210 -0-100 -0.3% 115-070
High 117-310 117-210 -0-100 -0.3% 118-050
Low 117-240 117-080 -0-160 -0.4% 115-070
Close 118-070 117-030 -1-040 -1.0% 118-070
Range 0-070 0-130 0-060 85.7% 2-300
ATR 0-212 0-219 0-007 3.3% 0-000
Volume 174,499 130,933 -43,566 -25.0% 354,911
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 118-177 118-073 117-102
R3 118-047 117-263 117-066
R2 117-237 117-237 117-054
R1 117-133 117-133 117-042 117-120
PP 117-107 117-107 117-107 117-100
S1 117-003 117-003 117-018 116-310
S2 116-297 116-297 117-006
S3 116-167 116-193 116-314
S4 116-037 116-063 116-278
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
5 118-050 115-240 2-130 2.1% 0-070 0.2% 56% False False 95,438
10 118-050 113-230 4-140 3.8% 0-052 0.1% 76% False False 52,320
20 118-050 111-020 7-030 6.1% 0-052 0.1% 85% False False 27,417
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 119-122
2.618 118-230
1.618 118-100
1.000 118-020
0.618 117-290
HIGH 117-210
0.618 117-160
0.500 117-145
0.382 117-130
LOW 117-080
0.618 117-000
1.000 116-270
1.618 116-190
2.618 116-060
4.250 115-168
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 117-145 117-225
PP 117-107 117-160
S1 117-068 117-095

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

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