CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 120-220 121-160 0-260 0.7% 117-210
High 121-040 123-000 1-280 1.5% 121-040
Low 120-220 121-160 0-260 0.7% 117-080
Close 120-310 122-170 1-180 1.3% 120-310
Range 0-140 1-160 1-020 242.9% 3-280
ATR 0-269 0-296 0-027 10.1% 0-000
Volume 365,768 173,209 -192,559 -52.6% 1,298,392
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 126-270 126-060 123-114
R3 125-110 124-220 122-302
R2 123-270 123-270 122-258
R1 123-060 123-060 122-214 123-165
PP 122-110 122-110 122-110 122-162
S1 121-220 121-220 122-126 122-005
S2 120-270 120-270 122-082
S3 119-110 120-060 122-038
S4 117-270 118-220 121-226
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
5 123-000 117-080 5-240 4.7% 0-280 0.7% 92% True False 294,320
10 123-000 115-070 7-250 6.4% 0-162 0.4% 94% True False 182,651
20 123-000 111-200 11-120 9.3% 0-116 0.3% 96% True False 94,419
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 0-009
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 129-120
2.618 126-297
1.618 125-137
1.000 124-160
0.618 123-297
HIGH 123-000
0.618 122-137
0.500 122-080
0.382 122-023
LOW 121-160
0.618 120-183
1.000 120-000
1.618 119-023
2.618 117-183
4.250 115-040
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 122-140 122-033
PP 122-110 121-217
S1 122-080 121-080

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

View Archives - Comment on this page... - Back to Index of Symbols