CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 116-250 116-210 -0-040 -0.1% 114-220
High 117-030 117-150 0-120 0.3% 117-150
Low 116-120 116-210 0-090 0.2% 111-150
Close 116-130 116-295 0-165 0.4% 116-295
Range 0-230 0-260 0-030 13.0% 6-000
ATR 1-119 1-112 -0-007 -1.6% 0-000
Volume 495,511 644,247 148,736 30.0% 1,740,869
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 119-145 119-000 117-118
R3 118-205 118-060 117-046
R2 117-265 117-265 117-023
R1 117-120 117-120 116-319 117-192
PP 117-005 117-005 117-005 117-041
S1 116-180 116-180 116-271 116-252
S2 116-065 116-065 116-247
S3 115-125 115-240 116-224
S4 114-185 114-300 116-152
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 133-092 131-033 120-071
R3 127-092 125-033 118-183
R2 121-092 121-092 118-007
R1 119-033 119-033 117-151 120-062
PP 115-092 115-092 115-092 115-266
S1 113-033 113-033 116-119 114-062
S2 109-092 109-092 115-263
S3 103-092 107-033 115-087
S4 97-092 101-033 113-199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-150 111-150 6-000 5.1% 1-257 1.5% 91% True False 445,331
10 117-150 111-150 6-000 5.1% 1-142 1.2% 91% True False 461,987
20 117-150 111-150 6-000 5.1% 1-070 1.0% 91% True False 519,967
40 118-280 111-140 7-140 6.4% 1-050 1.0% 74% False False 680,441
60 119-085 111-140 7-265 6.7% 0-315 0.8% 70% False False 729,097
80 119-085 111-140 7-265 6.7% 0-244 0.7% 70% False False 549,564
100 119-085 111-140 7-265 6.7% 0-203 0.5% 70% False False 439,748
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-066
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-295
2.618 119-191
1.618 118-251
1.000 118-090
0.618 117-311
HIGH 117-150
0.618 117-051
0.500 117-020
0.382 116-309
LOW 116-210
0.618 116-049
1.000 115-270
1.618 115-109
2.618 114-169
4.250 113-065
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 117-020 116-033
PP 117-005 115-092
S1 116-310 114-150

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

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