CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 12-Nov-2008

Day Change Summary
	Previous	Current
	10-Nov-2008	12-Nov-2008	Change	Change %	Previous Week
Open	114-220	115-290	1-070	1.1%	113-150
High	115-210	116-275	1-065	1.0%	115-250
Low	114-140	111-150	-2-310	-2.6%	113-065
Close	115-170	116-210	1-040	1.0%	115-020
Range	1-070	5-125	4-055	342.3%	2-185
ATR	1-038	1-135	0-098	27.3%	0-000
Volume	502,575	98,536	-404,039	-80.4%	2,387,927

Daily Pivots for day following 12-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	131-053	129-097	119-199
R3	125-248	123-292	118-044
R2	120-123	120-123	117-206
R1	118-167	118-167	117-048	119-145
PP	114-318	114-318	114-318	115-148
S1	113-042	113-042	116-052	114-020
S2	109-193	109-193	115-214
S3	104-068	107-237	115-056
S4	98-263	102-112	113-221

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-133	121-102	116-154
R3	119-268	118-237	115-247
R2	117-083	117-083	115-171
R1	116-052	116-052	115-096	116-228
PP	114-218	114-218	114-218	114-306
S1	113-187	113-187	114-264	114-042
S2	112-033	112-033	114-189
S3	109-168	111-002	114-113
S4	106-303	108-137	113-206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-275	111-150	5-125	4.6%	1-260	1.6%	96%	True	True	414,503
10	116-275	111-150	5-125	4.6%	1-139	1.2%	96%	True	True	464,246
20	116-275	111-140	5-135	4.6%	1-074	1.1%	96%	True	False	521,869
40	119-085	111-140	7-265	6.7%	1-060	1.0%	67%	False	False	720,799
60	119-085	111-140	7-265	6.7%	0-307	0.8%	67%	False	False	710,577
80	119-085	111-140	7-265	6.7%	0-241	0.6%	67%	False	False	535,320
100	119-085	110-180	8-225	7.5%	0-198	0.5%	70%	False	False	428,350

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-067
Widest range in 112 trading days

Fibonacci Retracements and Extensions
4.250	139-246
2.618	130-311
1.618	125-186
1.000	122-080
0.618	120-061
HIGH	116-275
0.618	114-256
0.500	114-052
0.382	113-169
LOW	111-150
0.618	108-044
1.000	106-025
1.618	102-239
2.618	97-114
4.250	88-179

Fisher Pivots for day following 12-Nov-2008
Pivot	1 day	3 day
R1	115-264	115-264
PP	114-318	114-318
S1	114-052	114-052

Download as Excel Spreadsheet

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

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