CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 19-Nov-2008

Day Change Summary
	Previous	Current
	18-Nov-2008	19-Nov-2008	Change	Change %	Previous Week
Open	117-260	118-310	1-050	1.0%	114-220
High	118-190	119-145	0-275	0.7%	117-150
Low	117-245	118-200	0-275	0.7%	111-150
Close	118-150	119-080	0-250	0.7%	116-295
Range	0-265	0-265	0-000	0.0%	6-000
ATR	1-094	1-087	-0-007	-1.7%	0-000
Volume	391,834	569,275	177,441	45.3%	1,740,869

Daily Pivots for day following 19-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-190	121-080	119-226
R3	120-245	120-135	119-153
R2	119-300	119-300	119-129
R1	119-190	119-190	119-104	119-245
PP	119-035	119-035	119-035	119-062
S1	118-245	118-245	119-056	118-300
S2	118-090	118-090	119-031
S3	117-145	117-300	119-007
S4	116-200	117-035	118-254

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	119-145	116-120	3-025	2.6%	0-234	0.6%	93%	True	False	518,489
10	119-145	111-150	7-315	6.7%	1-087	1.1%	97%	True	False	466,496
20	119-145	111-150	7-315	6.7%	1-050	1.0%	97%	True	False	505,250
40	119-145	111-140	8-005	6.7%	1-043	1.0%	97%	True	False	628,380
60	119-145	111-140	8-005	6.7%	1-005	0.9%	97%	True	False	750,108
80	119-145	111-140	8-005	6.7%	0-252	0.7%	97%	True	False	567,591
100	119-145	111-140	8-005	6.7%	0-210	0.5%	97%	True	False	454,268

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	0-072

Fibonacci Retracements and Extensions
4.250	122-311
2.618	121-199
1.618	120-254
1.000	120-090
0.618	119-309
HIGH	119-145
0.618	119-044
0.500	119-012
0.382	118-301
LOW	118-200
0.618	118-036
1.000	117-255
1.618	117-091
2.618	116-146
4.250	115-034

Fisher Pivots for day following 19-Nov-2008
Pivot	1 day	3 day
R1	119-058	118-299
PP	119-035	118-198
S1	119-012	118-098

Download as Excel Spreadsheet

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

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