CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 01-Dec-2008

Day Change Summary
	Previous	Current
	28-Nov-2008	01-Dec-2008	Change	Change %	Previous Week
Open	122-235	124-005	1-090	1.0%	120-025
High	123-025	125-120	2-095	1.9%	123-025
Low	122-235	124-005	1-090	1.0%	112-150
Close	122-285	124-265	1-300	1.6%	122-285
Range	0-110	1-115	1-005	295.5%	10-195
ATR	1-269	1-284	0-015	2.5%	0-000
Volume	588,171	124,842	-463,329	-78.8%	2,791,846

Daily Pivots for day following 01-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	128-262	128-058	125-184
R3	127-147	126-263	125-065
R2	126-032	126-032	125-025
R1	125-148	125-148	124-305	125-250
PP	124-237	124-237	124-237	124-288
S1	124-033	124-033	124-225	124-135
S2	123-122	123-122	124-185
S3	122-007	122-238	124-145
S4	120-212	121-123	124-026

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	125-120	112-150	12-290	10.3%	2-204	2.1%	96%	True	False	583,337
10	125-120	112-150	12-290	10.3%	1-224	1.4%	96%	True	False	608,374
20	125-120	111-150	13-290	11.1%	1-183	1.3%	96%	True	False	535,181
40	125-120	111-140	13-300	11.2%	1-105	1.1%	96%	True	False	601,280
60	125-120	111-140	13-300	11.2%	1-067	1.0%	96%	True	False	756,322
80	125-120	111-140	13-300	11.2%	0-312	0.8%	96%	True	False	624,655
100	125-120	111-140	13-300	11.2%	0-257	0.6%	96%	True	False	500,571
120	125-120	109-270	15-170	12.4%	0-214	0.5%	96%	True	False	417,155

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	0-053
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-049
2.618	128-299
1.618	127-184
1.000	126-235
0.618	126-069
HIGH	125-120
0.618	124-274
0.500	124-222
0.382	124-171
LOW	124-005
0.618	123-056
1.000	122-210
1.618	121-261
2.618	120-146
4.250	118-076

Fisher Pivots for day following 01-Dec-2008
Pivot	1 day	3 day
R1	124-251	122-275
PP	124-237	120-285
S1	124-222	118-295

Download as Excel Spreadsheet

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

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