CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 13-Nov-2008

Day Change Summary
	Previous	Current
	12-Nov-2008	13-Nov-2008	Change	Change %	Previous Week
Open	115-290	116-250	0-280	0.8%	113-150
High	116-275	117-030	0-075	0.2%	115-250
Low	111-150	116-120	4-290	4.4%	113-065
Close	116-210	116-130	-0-080	-0.2%	115-020
Range	5-125	0-230	-4-215	-86.7%	2-185
ATR	1-135	1-119	-0-016	-3.5%	0-000
Volume	98,536	495,511	396,975	402.9%	2,387,927

Daily Pivots for day following 13-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-250	118-100	116-256
R3	118-020	117-190	116-193
R2	117-110	117-110	116-172
R1	116-280	116-280	116-151	116-240
PP	116-200	116-200	116-200	116-180
S1	116-050	116-050	116-109	116-010
S2	115-290	115-290	116-088
S3	115-060	115-140	116-067
S4	114-150	114-230	116-004

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	117-030	111-150	5-200	4.8%	1-267	1.6%	88%	True	False	423,359
10	117-030	111-150	5-200	4.8%	1-132	1.2%	88%	True	False	453,188
20	117-030	111-140	5-210	4.9%	1-077	1.1%	88%	True	False	517,467
40	119-000	111-140	7-180	6.5%	1-052	1.0%	66%	False	False	702,931
60	119-085	111-140	7-265	6.7%	0-310	0.8%	63%	False	False	718,585
80	119-085	111-140	7-265	6.7%	0-244	0.7%	63%	False	False	541,512
100	119-085	111-070	8-015	6.9%	0-200	0.5%	64%	False	False	433,305

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-067
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-048
2.618	118-312
1.618	118-082
1.000	117-260
0.618	117-172
HIGH	117-030
0.618	116-262
0.500	116-235
0.382	116-208
LOW	116-120
0.618	115-298
1.000	115-210
1.618	115-068
2.618	114-158
4.250	113-102

Fisher Pivots for day following 13-Nov-2008
Pivot	1 day	3 day
R1	116-235	115-223
PP	116-200	114-317
S1	116-165	114-090

Download as Excel Spreadsheet

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

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