CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 19-Nov-2008

Day Change Summary
	Previous	Current
	18-Nov-2008	19-Nov-2008	Change	Change %	Previous Week
Open	115-240	116-310	1-070	1.1%	112-220
High	116-070	116-310	0-240	0.6%	114-240
Low	115-240	116-310	1-070	1.1%	112-220
Close	116-070	116-310	0-240	0.6%	114-240
Range	0-150	0-000	-0-150	-100.0%	2-020
ATR	0-197	0-200	0-003	1.6%	0-000
Volume	30,029	65,114	35,085	116.8%	52,258

Daily Pivots for day following 19-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-310	116-310	116-310
R3	116-310	116-310	116-310
R2	116-310	116-310	116-310
R1	116-310	116-310	116-310	116-310
PP	116-310	116-310	116-310	116-310
S1	116-310	116-310	116-310	116-310
S2	116-310	116-310	116-310
S3	116-310	116-310	116-310
S4	116-310	116-310	116-310

Weekly Pivots for week ending 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-080	119-180	115-283
R3	118-060	117-160	115-102
R2	116-040	116-040	115-041
R1	115-140	115-140	114-300	115-250
PP	114-020	114-020	114-020	114-075
S1	113-120	113-120	114-180	113-230
S2	112-000	112-000	114-119
S3	109-300	111-100	114-058
S4	107-280	109-080	113-197

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-310	114-010	2-300	2.5%	0-064	0.2%	100%	True	False	27,194
10	116-310	112-220	4-090	3.7%	0-073	0.2%	100%	True	False	16,171
20	116-310	111-020	5-290	5.0%	0-042	0.1%	100%	True	False	8,386

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	0-001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-310
2.618	116-310
1.618	116-310
1.000	116-310
0.618	116-310
HIGH	116-310
0.618	116-310
0.500	116-310
0.382	116-310
LOW	116-310
0.618	116-310
1.000	116-310
1.618	116-310
2.618	116-310
4.250	116-310

Fisher Pivots for day following 19-Nov-2008
Pivot	1 day	3 day
R1	116-310	116-217
PP	116-310	116-123
S1	116-310	116-030

Download as Excel Spreadsheet

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

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