CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 21-Nov-2008

Day Change Summary
	Previous	Current
	20-Nov-2008	21-Nov-2008	Change	Change %	Previous Week
Open	119-235	120-100	0-185	0.5%	117-110
High	120-270	120-180	-0-090	-0.2%	120-270
Low	119-235	120-000	0-085	0.2%	117-050
Close	120-230	120-155	-0-075	-0.2%	120-155
Range	1-035	0-180	-0-175	-49.3%	3-220
ATR	1-094	1-081	-0-013	-3.2%	0-000
Volume	728,414	985,951	257,537	35.4%	3,167,055

Daily Pivots for day following 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-012	121-263	120-254
R3	121-152	121-083	120-204
R2	120-292	120-292	120-188
R1	120-223	120-223	120-172	120-258
PP	120-112	120-112	120-112	120-129
S1	120-043	120-043	120-138	120-078
S2	119-252	119-252	120-122
S3	119-072	119-183	120-106
S4	118-212	119-003	120-056

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	130-178	129-067	122-164
R3	126-278	125-167	121-160
R2	123-058	123-058	121-051
R1	121-267	121-267	120-263	122-162
PP	119-158	119-158	119-158	119-266
S1	118-047	118-047	120-047	118-262
S2	115-258	115-258	119-259
S3	112-038	114-147	119-150
S4	108-138	110-247	118-146

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-270	117-050	3-220	3.1%	0-243	0.6%	90%	False	False	633,411
10	120-270	111-150	9-120	7.8%	1-090	1.1%	96%	False	False	539,371
20	120-270	111-150	9-120	7.8%	1-044	0.9%	96%	False	False	532,790
40	120-270	111-140	9-130	7.8%	1-045	0.9%	96%	False	False	627,805
60	120-270	111-140	9-130	7.8%	1-014	0.9%	96%	False	False	771,432
80	120-270	111-140	9-130	7.8%	0-259	0.7%	96%	False	False	588,871
100	120-270	111-140	9-130	7.8%	0-215	0.6%	96%	False	False	471,411

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-075
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122-305
2.618	122-011
1.618	121-151
1.000	121-040
0.618	120-291
HIGH	120-180
0.618	120-111
0.500	120-090
0.382	120-069
LOW	120-000
0.618	119-209
1.000	119-140
1.618	119-029
2.618	118-169
4.250	117-195

Fisher Pivots for day following 21-Nov-2008
Pivot	1 day	3 day
R1	120-133	120-075
PP	120-112	119-315
S1	120-090	119-235

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols