CBOT 10-Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 118-310 119-235 0-245 0.6% 114-220
High 119-145 120-270 1-125 1.2% 117-150
Low 118-200 119-235 1-035 0.9% 111-150
Close 119-080 120-230 1-150 1.2% 116-295
Range 0-265 1-035 0-090 34.0% 6-000
ATR 1-087 1-094 0-007 1.8% 0-000
Volume 569,275 728,414 159,139 28.0% 1,740,869
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 123-243 123-112 121-105
R3 122-208 122-077 121-008
R2 121-173 121-173 120-295
R1 121-042 121-042 120-263 121-108
PP 120-138 120-138 120-138 120-171
S1 120-007 120-007 120-197 120-072
S2 119-103 119-103 120-165
S3 118-068 118-292 120-132
S4 117-033 117-257 120-035
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
5 120-270 116-210 4-060 3.5% 0-259 0.7% 97% True False 565,070
10 120-270 111-150 9-120 7.8% 1-103 1.1% 99% True False 494,214
20 120-270 111-150 9-120 7.8% 1-052 1.0% 99% True False 512,250
40 120-270 111-140 9-130 7.8% 1-045 0.9% 99% True False 625,890
60 120-270 111-140 9-130 7.8% 1-011 0.9% 99% True False 759,478
80 120-270 111-140 9-130 7.8% 0-256 0.7% 99% True False 576,672
100 120-270 111-140 9-130 7.8% 0-213 0.6% 99% True False 461,552
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-070
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 125-179
2.618 123-239
1.618 122-204
1.000 121-305
0.618 121-169
HIGH 120-270
0.618 120-134
0.500 120-092
0.382 120-051
LOW 119-235
0.618 119-016
1.000 118-200
1.618 117-301
2.618 116-266
4.250 115-006
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 120-184 120-079
PP 120-138 119-248
S1 120-092 119-098

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

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