CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 03-Dec-2008
Day Change Summary
Previous Current
02-Dec-2008 03-Dec-2008 Change Change % Previous Week
Open 122-110 122-170 0-060 0.2% 117-210
High 123-020 123-160 0-140 0.4% 121-040
Low 122-030 122-160 0-130 0.3% 117-080
Close 122-250 123-150 0-220 0.6% 120-310
Range 0-310 1-000 0-010 3.2% 3-280
ATR 0-297 0-299 0-002 0.6% 0-000
Volume 627,378 520,599 -106,779 -17.0% 1,298,392
Daily Pivots for day following 03-Dec-2008
Classic Woodie Camarilla DeMark
R4 126-050 125-260 124-006
R3 125-050 124-260 123-238
R2 124-050 124-050 123-209
R1 123-260 123-260 123-179 123-315
PP 123-050 123-050 123-050 123-078
S1 122-260 122-260 123-121 122-315
S2 122-050 122-050 123-091
S3 121-050 121-260 123-062
S4 120-050 120-260 122-294
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
5 123-160 119-160 4-000 3.2% 0-310 0.8% 99% True False 443,228
10 123-160 116-310 6-170 5.3% 0-210 0.5% 100% True False 293,580
20 123-160 112-220 10-260 8.8% 0-147 0.4% 100% True False 151,766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-240
2.618 126-038
1.618 125-038
1.000 124-160
0.618 124-038
HIGH 123-160
0.618 123-038
0.500 123-000
0.382 122-282
LOW 122-160
0.618 121-282
1.000 121-160
1.618 120-282
2.618 119-282
4.250 118-080
Fisher Pivots for day following 03-Dec-2008
Pivot 1 day 3 day
R1 123-100 123-047
PP 123-050 122-263
S1 123-000 122-160

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

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