CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 122-150 122-170 0-020 0.1% 121-160
High 123-210 123-170 -0-040 -0.1% 124-155
Low 122-150 122-095 -0-055 -0.1% 121-160
Close 123-110 122-255 -0-175 -0.4% 123-015
Range 1-060 1-075 0-015 3.9% 2-315
ATR 0-309 0-316 0-006 2.0% 0-000
Volume 359,403 364,428 5,025 1.4% 2,319,648
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 126-185 125-295 123-152
R3 125-110 124-220 123-044
R2 124-035 124-035 123-007
R1 123-145 123-145 122-291 123-250
PP 122-280 122-280 122-280 123-012
S1 122-070 122-070 122-219 122-175
S2 121-205 121-205 122-183
S3 120-130 120-315 122-146
S4 119-055 119-240 122-038
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
5 124-155 122-095 2-060 1.8% 1-032 0.9% 23% False True 458,803
10 124-155 119-160 4-315 4.1% 1-011 0.8% 66% False False 451,015
20 124-155 114-010 10-145 8.5% 0-209 0.5% 84% False False 265,070
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 0-041
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-249
2.618 126-244
1.618 125-169
1.000 124-245
0.618 124-094
HIGH 123-170
0.618 123-019
0.500 122-292
0.382 122-246
LOW 122-095
0.618 121-171
1.000 121-020
1.618 120-096
2.618 119-021
4.250 117-016
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 122-292 122-312
PP 122-280 122-293
S1 122-268 122-274

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

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