CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 24-Nov-2008

Day Change Summary
	Previous	Current
	21-Nov-2008	24-Nov-2008	Change	Change %	Previous Week
Open	120-100	120-025	-0-075	-0.2%	117-110
High	120-180	120-030	-0-150	-0.4%	120-270
Low	120-000	119-125	-0-195	-0.5%	117-050
Close	120-155	119-125	-1-030	-0.9%	120-155
Range	0-180	0-225	0-045	25.0%	3-220
ATR	1-081	1-077	-0-004	-0.9%	0-000
Volume	985,951	676,678	-309,273	-31.4%	3,167,055

Daily Pivots for day following 24-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-235	121-085	119-249
R3	121-010	120-180	119-187
R2	120-105	120-105	119-166
R1	119-275	119-275	119-146	119-238
PP	119-200	119-200	119-200	119-181
S1	119-050	119-050	119-104	119-012
S2	118-295	118-295	119-084
S3	118-070	118-145	119-063
S4	117-165	117-240	119-001

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	117-245	3-025	2.6%	0-258	0.7%	53%	False	False	670,430
10	120-270	111-150	9-120	7.9%	1-084	1.1%	85%	False	False	558,460
20	120-270	111-150	9-120	7.9%	1-033	0.9%	85%	False	False	533,236
40	120-270	111-140	9-130	7.9%	1-045	1.0%	85%	False	False	626,269
60	120-270	111-140	9-130	7.9%	1-015	0.9%	85%	False	False	774,827
80	120-270	111-140	9-130	7.9%	0-262	0.7%	85%	False	False	597,283
100	120-270	111-140	9-130	7.9%	0-217	0.6%	85%	False	False	478,178

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-076
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-026
2.618	121-299
1.618	121-074
1.000	120-255
0.618	120-169
HIGH	120-030
0.618	119-264
0.500	119-238
0.382	119-211
LOW	119-125
0.618	118-306
1.000	118-220
1.618	118-081
2.618	117-176
4.250	116-129

Fisher Pivots for day following 24-Nov-2008
Pivot	1 day	3 day
R1	119-238	120-038
PP	119-200	119-280
S1	119-162	119-202

Download as Excel Spreadsheet

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

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