CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 25-Nov-2008

Day Change Summary
	Previous	Current
	24-Nov-2008	25-Nov-2008	Change	Change %	Previous Week
Open	120-025	120-260	0-235	0.6%	117-110
High	120-030	121-170	1-140	1.2%	120-270
Low	119-125	120-240	1-115	1.1%	117-050
Close	119-125	121-055	1-250	1.5%	120-155
Range	0-225	0-250	0-025	11.1%	3-220
ATR	1-077	1-098	0-021	5.2%	0-000
Volume	676,678	605,288	-71,390	-10.6%	3,167,055

Daily Pivots for day following 25-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	123-158	123-037	121-192
R3	122-228	122-107	121-124
R2	121-298	121-298	121-101
R1	121-177	121-177	121-078	121-238
PP	121-048	121-048	121-048	121-079
S1	120-247	120-247	121-032	120-308
S2	120-118	120-118	121-009
S3	119-188	119-317	120-306
S4	118-258	119-067	120-238

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	121-170	118-200	2-290	2.4%	0-255	0.7%	88%	True	False	713,121
10	121-170	111-150	10-020	8.3%	1-070	1.0%	96%	True	False	568,731
20	121-170	111-150	10-020	8.3%	1-033	0.9%	96%	True	False	534,219
40	121-170	111-140	10-030	8.3%	1-049	1.0%	96%	True	False	619,631
60	121-170	111-140	10-030	8.3%	1-017	0.9%	96%	True	False	773,089
80	121-170	111-140	10-030	8.3%	0-265	0.7%	96%	True	False	604,820
100	121-170	111-140	10-030	8.3%	0-220	0.6%	96%	True	False	484,231
120	121-170	109-270	11-220	9.6%	0-183	0.5%	97%	True	False	403,577

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	0-070
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-272
2.618	123-184
1.618	122-254
1.000	122-100
0.618	122-004
HIGH	121-170
0.618	121-074
0.500	121-045
0.382	121-016
LOW	120-240
0.618	120-086
1.000	119-310
1.618	119-156
2.618	118-226
4.250	117-138

Fisher Pivots for day following 25-Nov-2008
Pivot	1 day	3 day
R1	121-052	120-299
PP	121-048	120-223
S1	121-045	120-148

Download as Excel Spreadsheet

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

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