CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 04-Nov-2008

Day Change Summary
	Previous	Current
	03-Nov-2008	04-Nov-2008	Change	Change %	Previous Week
Open	113-150	113-160	0-010	0.0%	115-200
High	113-255	115-065	1-130	1.2%	115-215
Low	113-065	113-160	0-095	0.3%	113-015
Close	113-255	115-040	1-105	1.2%	113-025
Range	0-190	1-225	1-035	186.8%	2-200
ATR	1-045	1-058	0-013	3.5%	0-000
Volume	603,764	312,757	-291,007	-48.2%	2,692,206

Daily Pivots for day following 04-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-230	119-040	116-020
R3	118-005	117-135	115-190
R2	116-100	116-100	115-140
R1	115-230	115-230	115-090	116-005
PP	114-195	114-195	114-195	114-242
S1	114-005	114-005	114-310	114-100
S2	112-290	112-290	114-260
S3	111-065	112-100	114-210
S4	109-160	110-195	114-060

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	115-065	113-015	2-050	1.9%	1-018	0.9%	96%	True	False	513,989
10	116-130	113-015	3-115	2.9%	1-012	0.9%	62%	False	False	544,004
20	117-280	111-140	6-140	5.6%	1-028	0.9%	57%	False	False	616,289
40	119-085	111-140	7-265	6.8%	1-018	0.9%	47%	False	False	828,615
60	119-085	111-140	7-265	6.8%	0-261	0.7%	47%	False	False	677,306
80	119-085	111-140	7-265	6.8%	0-211	0.6%	47%	False	False	509,459
100	119-085	109-270	9-135	8.2%	0-169	0.5%	56%	False	False	407,625

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	0-052
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	122-141
2.618	119-212
1.618	117-307
1.000	116-290
0.618	116-082
HIGH	115-065
0.618	114-177
0.500	114-112
0.382	114-048
LOW	113-160
0.618	112-143
1.000	111-255
1.618	110-238
2.618	109-013
4.250	106-084

Fisher Pivots for day following 04-Nov-2008
Pivot	1 day	3 day
R1	114-278	114-253
PP	114-195	114-147
S1	114-112	114-040

Download as Excel Spreadsheet

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

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