CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 112-310 113-140 0-150 0.4% 113-060
High 112-310 113-140 0-150 0.4% 113-060
Low 112-310 113-030 0-040 0.1% 111-020
Close 112-310 113-060 0-070 0.2% 111-020
Range 0-000 0-110 0-110 2-040
ATR 0-212 0-207 -0-004 -2.1% 0-000
Volume 395 2,917 2,522 638.5% 707
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 114-087 114-023 113-120
R3 113-297 113-233 113-090
R2 113-187 113-187 113-080
R1 113-123 113-123 113-070 113-100
PP 113-077 113-077 113-077 113-065
S1 113-013 113-013 113-050 112-310
S2 112-287 112-287 113-040
S3 112-177 112-223 113-030
S4 112-067 112-113 113-000
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
5 113-140 111-020 2-120 2.1% 0-022 0.1% 89% True False 847
10 113-290 111-020 2-270 2.5% 0-011 0.0% 75% False False 600
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 114-288
2.618 114-108
1.618 113-318
1.000 113-250
0.618 113-208
HIGH 113-140
0.618 113-098
0.500 113-085
0.382 113-072
LOW 113-030
0.618 112-282
1.000 112-240
1.618 112-172
2.618 112-062
4.250 111-202
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 113-085 112-310
PP 113-077 112-240
S1 113-068 112-170

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

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