CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 116-210 117-110 0-220 0.6% 114-220
High 117-150 117-200 0-050 0.1% 117-150
Low 116-210 117-050 0-160 0.4% 111-150
Close 116-295 117-145 0-170 0.5% 116-295
Range 0-260 0-150 -0-110 -42.3% 6-000
ATR 1-112 1-097 -0-015 -3.4% 0-000
Volume 644,247 491,581 -152,666 -23.7% 1,740,869
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 118-262 118-193 117-228
R3 118-112 118-043 117-186
R2 117-282 117-282 117-172
R1 117-213 117-213 117-159 117-248
PP 117-132 117-132 117-132 117-149
S1 117-063 117-063 117-131 117-098
S2 116-302 116-302 117-118
S3 116-152 116-233 117-104
S4 116-002 116-083 117-062
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
5 117-200 111-150 6-050 5.2% 1-231 1.5% 97% True False 446,490
10 117-200 111-150 6-050 5.2% 1-108 1.1% 97% True False 462,037
20 117-200 111-150 6-050 5.2% 1-056 1.0% 97% True False 509,401
40 118-280 111-140 7-140 6.3% 1-046 1.0% 81% False False 662,981
60 119-085 111-140 7-265 6.7% 0-317 0.8% 77% False False 736,249
80 119-085 111-140 7-265 6.7% 0-245 0.7% 77% False False 555,691
100 119-085 111-140 7-265 6.7% 0-204 0.5% 77% False False 444,663
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-068
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 119-198
2.618 118-273
1.618 118-123
1.000 118-030
0.618 117-293
HIGH 117-200
0.618 117-143
0.500 117-125
0.382 117-107
LOW 117-050
0.618 116-277
1.000 116-220
1.618 116-127
2.618 115-297
4.250 115-052
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 117-138 117-097
PP 117-132 117-048
S1 117-125 117-000

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

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