CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 117-210 118-190 0-300 0.8% 115-070
High 117-210 119-220 2-010 1.7% 118-050
Low 117-080 118-190 1-110 1.1% 115-070
Close 117-030 119-080 2-050 1.8% 118-070
Range 0-130 1-030 0-220 169.2% 2-300
ATR 0-219 0-262 0-044 20.0% 0-000
Volume 130,933 272,504 141,571 108.1% 354,911
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 122-147 121-303 119-272
R3 121-117 120-273 119-176
R2 120-087 120-087 119-144
R1 119-243 119-243 119-112 120-005
PP 119-057 119-057 119-057 119-098
S1 118-213 118-213 119-048 118-295
S2 118-027 118-027 119-016
S3 116-317 117-183 118-304
S4 115-287 116-153 118-208
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
5 119-220 116-310 2-230 2.3% 0-110 0.3% 84% True False 143,933
10 119-220 114-010 5-210 4.7% 0-087 0.2% 92% True False 79,125
20 119-220 111-020 8-200 7.2% 0-070 0.2% 95% True False 41,036
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 30 trading days
Fibonacci Retracements and Extensions
4.250 124-108
2.618 122-176
1.618 121-146
1.000 120-250
0.618 120-116
HIGH 119-220
0.618 119-086
0.500 119-045
0.382 119-004
LOW 118-190
0.618 117-294
1.000 117-160
1.618 116-264
2.618 115-234
4.250 113-302
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 119-068 118-317
PP 119-057 118-233
S1 119-045 118-150

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

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