CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 18-Nov-2008

Day Change Summary
	Previous	Current
	17-Nov-2008	18-Nov-2008	Change	Change %	Previous Week
Open	117-110	117-260	0-150	0.4%	114-220
High	117-200	118-190	0-310	0.8%	117-150
Low	117-050	117-245	0-195	0.5%	111-150
Close	117-145	118-150	1-005	0.9%	116-295
Range	0-150	0-265	0-115	76.7%	6-000
ATR	1-097	1-094	-0-004	-0.9%	0-000
Volume	491,581	391,834	-99,747	-20.3%	1,740,869

Daily Pivots for day following 18-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-243	120-142	118-296
R3	119-298	119-197	118-223
R2	119-033	119-033	118-199
R1	118-252	118-252	118-174	118-302
PP	118-088	118-088	118-088	118-114
S1	117-307	117-307	118-126	118-038
S2	117-143	117-143	118-101
S3	116-198	117-042	118-077
S4	115-253	116-097	118-004

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	118-190	111-150	7-040	6.0%	1-206	1.4%	98%	True	False	424,341
10	118-190	111-150	7-040	6.0%	1-115	1.1%	98%	True	False	440,844
20	118-190	111-150	7-040	6.0%	1-056	1.0%	98%	True	False	500,415
40	118-280	111-140	7-140	6.3%	1-041	1.0%	95%	False	False	644,281
60	119-085	111-140	7-265	6.6%	1-002	0.8%	90%	False	False	741,525
80	119-085	111-140	7-265	6.6%	0-249	0.7%	90%	False	False	560,534
100	119-085	111-140	7-265	6.6%	0-207	0.5%	90%	False	False	448,576

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-061
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122-036
2.618	120-244
1.618	119-299
1.000	119-135
0.618	119-034
HIGH	118-190
0.618	118-089
0.500	118-058
0.382	118-026
LOW	117-245
0.618	117-081
1.000	116-300
1.618	116-136
2.618	115-191
4.250	114-079

Fisher Pivots for day following 18-Nov-2008
Pivot	1 day	3 day
R1	118-119	118-060
PP	118-088	117-290
S1	118-058	117-200

Download as Excel Spreadsheet

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

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