CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 114-150 113-150 -1-000 -0.9% 115-200
High 114-195 113-255 -0-260 -0.7% 115-215
Low 113-015 113-065 0-050 0.1% 113-015
Close 113-025 113-255 0-230 0.6% 113-025
Range 1-180 0-190 -0-310 -62.0% 2-200
ATR 1-056 1-045 -0-010 -2.8% 0-000
Volume 491,083 603,764 112,681 22.9% 2,692,206
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 115-122 115-058 114-040
R3 114-252 114-188 113-307
R2 114-062 114-062 113-290
R1 113-318 113-318 113-272 114-030
PP 113-192 113-192 113-192 113-208
S1 113-128 113-128 113-238 113-160
S2 113-002 113-002 113-220
S3 112-132 112-258 113-203
S4 111-262 112-068 113-150
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 121-258 120-022 114-167
R3 119-058 117-142 113-256
R2 116-178 116-178 113-179
R1 114-262 114-262 113-102 114-120
PP 113-298 113-298 113-298 113-228
S1 112-062 112-062 112-268 111-240
S2 111-098 111-098 112-191
S3 108-218 109-182 112-114
S4 106-018 106-302 111-203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-090 113-015 2-075 2.0% 0-288 0.8% 34% False False 542,067
10 116-130 113-015 3-115 3.0% 0-318 0.9% 22% False False 559,985
20 118-280 111-140 7-140 6.5% 1-036 1.0% 32% False False 646,418
40 119-085 111-140 7-265 6.9% 1-014 0.9% 30% False False 851,667
60 119-085 111-140 7-265 6.9% 0-252 0.7% 30% False False 672,298
80 119-085 111-140 7-265 6.9% 0-204 0.6% 30% False False 505,578
100 119-085 109-270 9-135 8.3% 0-164 0.4% 42% False False 404,498
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-056
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-102
2.618 115-112
1.618 114-242
1.000 114-125
0.618 114-052
HIGH 113-255
0.618 113-182
0.500 113-160
0.382 113-138
LOW 113-065
0.618 112-268
1.000 112-195
1.618 112-078
2.618 111-208
4.250 110-218
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 113-223 113-265
PP 113-192 113-262
S1 113-160 113-258

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

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