CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 118-190 119-250 1-060 1.0% 115-070
High 119-220 120-140 0-240 0.6% 118-050
Low 118-190 119-160 0-290 0.8% 115-070
Close 119-080 120-120 1-040 0.9% 118-070
Range 1-030 0-300 -0-050 -14.3% 2-300
ATR 0-262 0-271 0-008 3.2% 0-000
Volume 272,504 529,187 256,683 94.2% 354,911
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 122-293 122-187 120-285
R3 121-313 121-207 120-202
R2 121-013 121-013 120-175
R1 120-227 120-227 120-148 120-280
PP 120-033 120-033 120-033 120-060
S1 119-247 119-247 120-092 119-300
S2 119-053 119-053 120-065
S3 118-073 118-267 120-038
S4 117-093 117-287 119-275
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
5 120-140 117-080 3-060 2.6% 0-170 0.4% 98% True False 236,747
10 120-140 114-010 6-130 5.3% 0-117 0.3% 99% True False 131,970
20 120-140 111-020 9-120 7.8% 0-084 0.2% 99% True False 67,484
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 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-135
2.618 122-285
1.618 121-305
1.000 121-120
0.618 121-005
HIGH 120-140
0.618 120-025
0.500 119-310
0.382 119-275
LOW 119-160
0.618 118-295
1.000 118-180
1.618 117-315
2.618 117-015
4.250 115-165
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 120-077 119-277
PP 120-033 119-113
S1 119-310 118-270

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

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