CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 02-Dec-2008
Day Change Summary
Previous Current
01-Dec-2008 02-Dec-2008 Change Change % Previous Week
Open 121-160 122-110 0-270 0.7% 117-210
High 123-000 123-020 0-020 0.1% 121-040
Low 121-160 122-030 0-190 0.5% 117-080
Close 122-170 122-250 0-080 0.2% 120-310
Range 1-160 0-310 -0-170 -35.4% 3-280
ATR 0-296 0-297 0-001 0.3% 0-000
Volume 173,209 627,378 454,169 262.2% 1,298,392
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 125-177 125-043 123-100
R3 124-187 124-053 123-015
R2 123-197 123-197 122-307
R1 123-063 123-063 122-278 123-130
PP 122-207 122-207 122-207 122-240
S1 122-073 122-073 122-222 122-140
S2 121-217 121-217 122-193
S3 120-227 121-083 122-165
S4 119-237 120-093 122-080
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
5 123-020 118-190 4-150 3.6% 0-316 0.8% 94% True False 393,609
10 123-020 115-240 7-100 6.0% 0-193 0.5% 96% True False 244,523
20 123-020 112-220 10-120 8.4% 0-131 0.3% 97% True False 125,756
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 0-017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-058
2.618 125-192
1.618 124-202
1.000 124-010
0.618 123-212
HIGH 123-020
0.618 122-222
0.500 122-185
0.382 122-148
LOW 122-030
0.618 121-158
1.000 121-040
1.618 120-168
2.618 119-178
4.250 117-312
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 122-228 122-153
PP 122-207 122-057
S1 122-185 121-280

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

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