CBOT 10-Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 03-Dec-2008

Day Change Summary
	Previous	Current
	02-Dec-2008	03-Dec-2008	Change	Change %	Previous Week
Open	125-000	125-020	0-020	0.1%	120-025
High	125-160	125-305	0-145	0.4%	123-025
Low	124-255	125-020	0-085	0.2%	112-150
Close	125-080	125-305	0-225	0.6%	122-285
Range	0-225	0-285	0-060	26.7%	10-195
ATR	1-257	1-236	-0-021	-3.6%	0-000
Volume	189,416	103,652	-85,764	-45.3%	2,791,846

Daily Pivots for day following 03-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	128-105	128-010	126-142
R3	127-140	127-045	126-063
R2	126-175	126-175	126-037
R1	126-080	126-080	126-011	126-128
PP	125-210	125-210	125-210	125-234
S1	125-115	125-115	125-279	125-162
S2	124-245	124-245	125-253
S3	123-280	124-150	125-227
S4	122-315	123-185	125-148

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	125-305	112-150	13-155	10.7%	2-211	2.1%	100%	True	False	385,558
10	125-305	112-150	13-155	10.7%	1-233	1.4%	100%	True	False	549,339
20	125-305	111-150	14-155	11.5%	1-174	1.2%	100%	True	False	495,092
40	125-305	111-140	14-165	11.5%	1-105	1.1%	100%	True	False	570,755
60	125-305	111-140	14-165	11.5%	1-067	1.0%	100%	True	False	732,809
80	125-305	111-140	14-165	11.5%	0-313	0.8%	100%	True	False	627,997
100	125-305	111-140	14-165	11.5%	0-262	0.7%	100%	True	False	503,480
120	125-305	109-270	16-035	12.8%	0-219	0.5%	100%	True	False	419,597

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	0-052
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-236
2.618	128-091
1.618	127-126
1.000	126-270
0.618	126-161
HIGH	125-305
0.618	125-196
0.500	125-162
0.382	125-129
LOW	125-020
0.618	124-164
1.000	124-055
1.618	123-199
2.618	122-234
4.250	121-089

Fisher Pivots for day following 03-Dec-2008
Pivot	1 day	3 day
R1	125-258	125-202
PP	125-210	125-098
S1	125-162	124-315

Download as Excel Spreadsheet

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

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