CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 111-020 111-200 0-180 0.5% 113-060
High 111-020 111-200 0-180 0.5% 113-060
Low 111-020 111-200 0-180 0.5% 111-020
Close 111-020 111-200 0-180 0.5% 111-020
Range
ATR 0-000 0-195 0-195 0-000
Volume 139 650 511 367.6% 707
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 111-200 111-200 111-200
R3 111-200 111-200 111-200
R2 111-200 111-200 111-200
R1 111-200 111-200 111-200 111-200
PP 111-200 111-200 111-200 111-200
S1 111-200 111-200 111-200 111-200
S2 111-200 111-200 111-200
S3 111-200 111-200 111-200
S4 111-200 111-200 111-200
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 118-047 116-233 112-074
R3 116-007 114-193 111-207
R2 113-287 113-287 111-145
R1 112-153 112-153 111-082 112-040
PP 111-247 111-247 111-247 111-190
S1 110-113 110-113 110-278 110-000
S2 109-207 109-207 110-215
S3 107-167 108-073 110-153
S4 105-127 106-033 109-286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-140 111-020 1-120 1.2% 0-000 0.0% 41% False False 254
10 113-290 111-020 2-270 2.5% 0-000 0.0% 20% False False 281
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0-000
Fibonacci Retracements and Extensions
4.250 111-200
2.618 111-200
1.618 111-200
1.000 111-200
0.618 111-200
HIGH 111-200
0.618 111-200
0.500 111-200
0.382 111-200
LOW 111-200
0.618 111-200
1.000 111-200
1.618 111-200
2.618 111-200
4.250 111-200
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 111-200 111-170
PP 111-200 111-140
S1 111-200 111-110

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

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