CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 111-200 112-310 1-110 1.2% 113-060
High 111-200 112-310 1-110 1.2% 113-060
Low 111-200 112-310 1-110 1.2% 111-020
Close 111-200 112-310 1-110 1.2% 111-020
Range
ATR 0-195 0-212 0-017 8.6% 0-000
Volume 650 395 -255 -39.2% 707
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 112-310 112-310 112-310
R3 112-310 112-310 112-310
R2 112-310 112-310 112-310
R1 112-310 112-310 112-310 112-310
PP 112-310 112-310 112-310 112-310
S1 112-310 112-310 112-310 112-310
S2 112-310 112-310 112-310
S3 112-310 112-310 112-310
S4 112-310 112-310 112-310
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
5 112-310 111-020 1-290 1.7% 0-000 0.0% 100% True False 309
10 113-290 111-020 2-270 2.5% 0-000 0.0% 67% False False 316
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
4.250 112-310
2.618 112-310
1.618 112-310
1.000 112-310
0.618 112-310
HIGH 112-310
0.618 112-310
0.500 112-310
0.382 112-310
LOW 112-310
0.618 112-310
1.000 112-310
1.618 112-310
2.618 112-310
4.250 112-310
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 112-310 112-208
PP 112-310 112-107
S1 112-310 112-005

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

View Archives - Comment on this page... - Back to Index of Symbols