CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 28-Nov-2008

Day Change Summary
	Previous	Current
	26-Nov-2008	28-Nov-2008	Change	Change %	Previous Week
Open	121-230	122-235	1-005	0.8%	120-025
High	122-150	123-025	0-195	0.5%	123-025
Low	112-150	122-235	10-085	9.1%	112-150
Close	122-115	122-285	0-170	0.4%	122-285
Range	10-000	0-110	-9-210	-96.6%	10-195
ATR	1-297	1-269	-0-028	-4.5%	0-000
Volume	921,709	588,171	-333,538	-36.2%	2,791,846

Daily Pivots for day following 28-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	123-298	123-242	123-026
R3	123-188	123-132	122-315
R2	123-078	123-078	122-305
R1	123-022	123-022	122-295	123-050
PP	122-288	122-288	122-288	122-302
S1	122-232	122-232	122-275	122-260
S2	122-178	122-178	122-265
S3	122-068	122-122	122-255
S4	121-278	122-012	122-224

Weekly Pivots for week ending 28-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	151-098	147-227	128-232
R3	140-223	137-032	125-259
R2	130-028	130-028	124-267
R1	126-157	126-157	123-276	128-092
PP	119-153	119-153	119-153	120-121
S1	115-282	115-282	121-294	117-218
S2	108-278	108-278	120-303
S3	98-083	105-087	119-311
S4	87-208	94-212	117-018

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-025	112-150	10-195	8.6%	2-153	2.0%	98%	True	False	755,559
10	123-025	112-150	10-195	8.6%	1-206	1.3%	98%	True	False	660,314
20	123-025	111-150	11-195	9.4%	1-169	1.2%	98%	True	False	556,751
40	123-025	111-140	11-205	9.5%	1-103	1.1%	98%	True	False	618,270
60	123-025	111-140	11-205	9.5%	1-062	1.0%	98%	True	False	773,769
80	123-025	111-140	11-205	9.5%	0-306	0.8%	98%	True	False	623,412
100	123-025	111-140	11-205	9.5%	0-253	0.6%	98%	True	False	499,324
120	123-025	109-270	13-075	10.8%	0-211	0.5%	99%	True	False	416,117

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-053
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	124-172
2.618	123-313
1.618	123-203
1.000	123-135
0.618	123-093
HIGH	123-025
0.618	122-303
0.500	122-290
0.382	122-277
LOW	122-235
0.618	122-167
1.000	122-125
1.618	122-057
2.618	121-267
4.250	121-088

Fisher Pivots for day following 28-Nov-2008
Pivot	1 day	3 day
R1	122-290	121-059
PP	122-288	119-153
S1	122-287	117-248

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