CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 123-195 124-050 0-175 0.4% 121-160
High 124-115 124-155 0-040 0.1% 124-155
Low 123-145 122-310 -0-155 -0.4% 121-160
Close 124-115 123-015 -1-100 -1.1% 123-015
Range 0-290 1-165 0-195 67.2% 2-315
ATR 0-298 0-311 0-013 4.5% 0-000
Volume 512,025 486,437 -25,588 -5.0% 2,319,648
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 128-015 127-020 123-282
R3 126-170 125-175 123-148
R2 125-005 125-005 123-104
R1 124-010 124-010 123-059 123-245
PP 123-160 123-160 123-160 123-118
S1 122-165 122-165 122-291 122-080
S2 121-315 121-315 122-246
S3 120-150 121-000 122-202
S4 118-305 119-155 122-068
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 131-308 130-157 124-220
R3 128-313 127-162 123-278
R2 125-318 125-318 123-190
R1 124-167 124-167 123-103 125-082
PP 123-003 123-003 123-003 123-121
S1 121-172 121-172 122-247 122-088
S2 120-008 120-008 122-160
S3 117-013 118-177 122-072
S4 114-018 115-182 121-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-155 121-160 2-315 2.4% 1-057 1.0% 52% True False 463,929
10 124-155 117-080 7-075 5.9% 0-288 0.7% 80% True False 379,253
20 124-155 112-220 11-255 9.6% 0-180 0.5% 88% True False 201,342
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 130-296
2.618 128-145
1.618 126-300
1.000 126-000
0.618 125-135
HIGH 124-155
0.618 123-290
0.500 123-232
0.382 123-175
LOW 122-310
0.618 122-010
1.000 121-145
1.618 120-165
2.618 119-000
4.250 116-169
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 123-232 123-158
PP 123-160 123-110
S1 123-088 123-062

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

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