CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 114-120 113-130 -0-310 -0.8% 112-060
High 115-000 113-280 -1-040 -1.0% 116-130
Low 114-020 113-125 -0-215 -0.6% 112-055
Close 114-020 113-185 -0-155 -0.4% 115-040
Range 0-300 0-155 -0-145 -48.3% 4-075
ATR 1-058 1-046 -0-012 -3.1% 0-000
Volume 606,093 556,249 -49,844 -8.2% 2,875,442
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 115-022 114-258 113-270
R3 114-187 114-103 113-228
R2 114-032 114-032 113-213
R1 113-268 113-268 113-199 113-310
PP 113-197 113-197 113-197 113-218
S1 113-113 113-113 113-171 113-155
S2 113-042 113-042 113-157
S3 112-207 112-278 113-142
S4 112-052 112-123 113-100
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 127-087 125-138 117-145
R3 123-012 121-063 116-093
R2 118-257 118-257 115-288
R1 116-308 116-308 115-164 117-282
PP 114-182 114-182 114-182 115-009
S1 112-233 112-233 114-236 113-208
S2 110-107 110-107 114-112
S3 106-032 108-158 113-307
S4 101-277 104-083 112-255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-130 113-125 3-005 2.7% 0-286 0.8% 6% False True 573,776
10 116-130 111-160 4-290 4.3% 0-316 0.9% 42% False False 577,946
20 118-280 111-140 7-140 6.5% 1-028 1.0% 29% False False 667,379
40 119-085 111-140 7-265 6.9% 1-010 0.9% 27% False False 866,892
60 119-085 111-140 7-265 6.9% 0-248 0.7% 27% False False 654,480
80 119-085 111-140 7-265 6.9% 0-196 0.5% 27% False False 491,919
100 119-085 109-270 9-135 8.3% 0-157 0.4% 40% False False 393,549
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-060
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 115-299
2.618 115-046
1.618 114-211
1.000 114-115
0.618 114-056
HIGH 113-280
0.618 113-221
0.500 113-202
0.382 113-184
LOW 113-125
0.618 113-029
1.000 112-290
1.618 112-194
2.618 112-039
4.250 111-106
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 113-202 114-108
PP 113-197 114-027
S1 113-191 113-266

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

View Archives - Comment on this page... - Back to Index of Symbols