CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 115-055 115-225 0-170 0.5% 115-200
High 115-225 115-250 0-025 0.1% 115-215
Low 115-030 114-260 -0-090 -0.2% 113-015
Close 115-145 115-145 0-000 0.0% 113-025
Range 0-195 0-310 0-115 59.0% 2-200
ATR 1-045 1-041 -0-004 -1.1% 0-000
Volume 451,231 534,388 83,157 18.4% 2,692,206
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 118-082 117-263 115-316
R3 117-092 116-273 115-230
R2 116-102 116-102 115-202
R1 115-283 115-283 115-173 115-198
PP 115-112 115-112 115-112 115-069
S1 114-293 114-293 115-117 114-208
S2 114-122 114-122 115-088
S3 113-132 113-303 115-060
S4 112-142 112-313 114-294
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
5 115-250 113-015 2-235 2.4% 1-028 0.9% 88% True False 478,644
10 116-130 113-015 3-115 2.9% 0-317 0.9% 72% False False 526,210
20 116-130 111-140 4-310 4.3% 0-307 0.8% 81% False False 581,177
40 119-085 111-140 7-265 6.8% 1-017 0.9% 51% False False 789,810
60 119-085 111-140 7-265 6.8% 0-269 0.7% 51% False False 693,604
80 119-085 111-140 7-265 6.8% 0-211 0.6% 51% False False 521,759
100 119-085 110-030 9-055 7.9% 0-174 0.5% 58% False False 417,481
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-288
2.618 118-102
1.618 117-112
1.000 116-240
0.618 116-122
HIGH 115-250
0.618 115-132
0.500 115-095
0.382 115-058
LOW 114-260
0.618 114-068
1.000 113-270
1.618 113-078
2.618 112-088
4.250 110-222
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 115-128 115-058
PP 115-112 114-292
S1 115-095 114-205

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

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