CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 07-Nov-2008

Day Change Summary
	Previous	Current
	06-Nov-2008	07-Nov-2008	Change	Change %	Previous Week
Open	113-040	113-140	0-100	0.3%	111-200
High	113-040	113-140	0-100	0.3%	113-140
Low	113-040	112-230	-0-130	-0.4%	111-200
Close	113-040	112-260	-0-100	-0.3%	112-260
Range	0-000	0-230	0-230		1-260
ATR	0-194	0-197	0-003	1.3%	0-000
Volume	4,018	1,645	-2,373	-59.1%	9,625

Daily Pivots for day following 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-047	114-223	113-066
R3	114-137	113-313	113-003
R2	113-227	113-227	112-302
R1	113-083	113-083	112-281	113-040
PP	112-317	112-317	112-317	112-295
S1	112-173	112-173	112-239	112-130
S2	112-087	112-087	112-218
S3	111-177	111-263	112-197
S4	110-267	111-033	112-134

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-020	117-080	113-259
R3	116-080	115-140	113-100
R2	114-140	114-140	113-046
R1	113-200	113-200	112-313	114-010
PP	112-200	112-200	112-200	112-265
S1	111-260	111-260	112-207	112-070
S2	110-260	110-260	112-154
S3	109-000	110-000	112-100
S4	107-060	108-060	111-261

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-140	111-200	1-260	1.6%	0-068	0.2%	66%	True	False	1,925
10	113-140	111-020	2-120	2.1%	0-034	0.1%	74%	True	False	1,033

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	116-158
2.618	115-102
1.618	114-192
1.000	114-050
0.618	113-282
HIGH	113-140
0.618	113-052
0.500	113-025
0.382	112-318
LOW	112-230
0.618	112-088
1.000	112-000
1.618	111-178
2.618	110-268
4.250	109-212

Fisher Pivots for day following 07-Nov-2008
Pivot	1 day	3 day
R1	113-025	113-025
PP	112-317	112-317
S1	112-288	112-288

Download as Excel Spreadsheet

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

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