CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 25-Nov-2008

Day Change Summary
	Previous	Current
	24-Nov-2008	25-Nov-2008	Change	Change %	Previous Week
Open	117-210	118-190	0-300	0.8%	115-070
High	117-210	119-220	2-010	1.7%	118-050
Low	117-080	118-190	1-110	1.1%	115-070
Close	117-030	119-080	2-050	1.8%	118-070
Range	0-130	1-030	0-220	169.2%	2-300
ATR	0-219	0-262	0-044	20.0%	0-000
Volume	130,933	272,504	141,571	108.1%	354,911

Daily Pivots for day following 25-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-147	121-303	119-272
R3	121-117	120-273	119-176
R2	120-087	120-087	119-144
R1	119-243	119-243	119-112	120-005
PP	119-057	119-057	119-057	119-098
S1	118-213	118-213	119-048	118-295
S2	118-027	118-027	119-016
S3	116-317	117-183	118-304
S4	115-287	116-153	118-208

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	126-003	125-017	119-267
R3	123-023	122-037	119-008
R2	120-043	120-043	118-242
R1	119-057	119-057	118-156	119-210
PP	117-063	117-063	117-063	117-140
S1	116-077	116-077	117-304	116-230
S2	114-083	114-083	117-218
S3	111-103	113-097	117-132
S4	108-123	110-117	116-193

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-220	116-310	2-230	2.3%	0-110	0.3%	84%	True	False	143,933
10	119-220	114-010	5-210	4.7%	0-087	0.2%	92%	True	False	79,125
20	119-220	111-020	8-200	7.2%	0-070	0.2%	95%	True	False	41,036

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-001
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	124-108
2.618	122-176
1.618	121-146
1.000	120-250
0.618	120-116
HIGH	119-220
0.618	119-086
0.500	119-045
0.382	119-004
LOW	118-190
0.618	117-294
1.000	117-160
1.618	116-264
2.618	115-234
4.250	113-302

Fisher Pivots for day following 25-Nov-2008
Pivot	1 day	3 day
R1	119-068	118-317
PP	119-057	118-233
S1	119-045	118-150

Download as Excel Spreadsheet

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

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