CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 122-170 123-195 1-025 0.9% 117-210
High 123-160 124-115 0-275 0.7% 121-040
Low 122-160 123-145 0-305 0.8% 117-080
Close 123-150 124-115 0-285 0.7% 120-310
Range 1-000 0-290 -0-030 -9.4% 3-280
ATR 0-299 0-298 -0-001 -0.2% 0-000
Volume 520,599 512,025 -8,574 -1.6% 1,298,392
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 126-248 126-152 124-274
R3 125-278 125-182 124-195
R2 124-308 124-308 124-168
R1 124-212 124-212 124-142 124-260
PP 124-018 124-018 124-018 124-042
S1 123-242 123-242 124-088 123-290
S2 123-048 123-048 124-062
S3 122-078 122-272 124-035
S4 121-108 121-302 123-276
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
5 124-115 120-220 3-215 3.0% 0-308 0.8% 100% True False 439,795
10 124-115 117-080 7-035 5.7% 0-239 0.6% 100% True False 338,271
20 124-115 112-220 11-215 9.4% 0-156 0.4% 100% True False 177,221
Crabel Price Patterns
NR True
NR4 True
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 0-023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-068
2.618 126-234
1.618 125-264
1.000 125-085
0.618 124-294
HIGH 124-115
0.618 124-004
0.500 123-290
0.382 123-256
LOW 123-145
0.618 122-286
1.000 122-175
1.618 121-316
2.618 121-026
4.250 119-192
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 124-067 123-314
PP 124-018 123-193
S1 123-290 123-072

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

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