CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 119-250 120-220 0-290 0.8% 117-210
High 120-140 121-040 0-220 0.6% 121-040
Low 119-160 120-220 1-060 1.0% 117-080
Close 120-120 120-310 0-190 0.5% 120-310
Range 0-300 0-140 -0-160 -53.3% 3-280
ATR 0-271 0-269 -0-002 -0.8% 0-000
Volume 529,187 365,768 -163,419 -30.9% 1,298,392
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 122-077 122-013 121-067
R3 121-257 121-193 121-028
R2 121-117 121-117 121-016
R1 121-053 121-053 121-003 121-085
PP 120-297 120-297 120-297 120-312
S1 120-233 120-233 120-297 120-265
S2 120-157 120-157 120-284
S3 120-017 120-093 120-272
S4 119-197 119-273 120-233
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 131-130 130-020 123-032
R3 127-170 126-060 122-011
R2 123-210 123-210 121-217
R1 122-100 122-100 121-104 122-315
PP 119-250 119-250 119-250 120-038
S1 118-140 118-140 120-196 119-035
S2 115-290 115-290 120-083
S3 112-010 114-180 119-289
S4 108-050 110-220 118-268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-040 117-080 3-280 3.2% 0-198 0.5% 96% True False 294,578
10 121-040 114-190 6-170 5.4% 0-119 0.3% 98% True False 167,543
20 121-040 111-020 10-020 8.3% 0-092 0.2% 98% True False 85,766
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 0-009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-315
2.618 122-087
1.618 121-267
1.000 121-180
0.618 121-127
HIGH 121-040
0.618 120-307
0.500 120-290
0.382 120-273
LOW 120-220
0.618 120-133
1.000 120-080
1.618 119-313
2.618 119-173
4.250 118-265
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 120-303 120-192
PP 120-297 120-073
S1 120-290 119-275

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

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