CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 112-220 113-230 1-010 0.9% 111-200
High 113-080 113-230 0-150 0.4% 113-140
Low 112-220 113-230 1-010 0.9% 111-200
Close 113-070 113-230 0-160 0.4% 112-260
Range 0-180 0-000 -0-180 -100.0% 1-260
ATR 0-195 0-193 -0-003 -1.3% 0-000
Volume 14,893 4,455 -10,438 -70.1% 9,625
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 113-230 113-230 113-230
R3 113-230 113-230 113-230
R2 113-230 113-230 113-230
R1 113-230 113-230 113-230 113-230
PP 113-230 113-230 113-230 113-230
S1 113-230 113-230 113-230 113-230
S2 113-230 113-230 113-230
S3 113-230 113-230 113-230
S4 113-230 113-230 113-230
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
5 113-230 112-220 1-010 0.9% 0-104 0.3% 100% True False 5,585
10 113-230 111-020 2-210 2.3% 0-052 0.1% 100% True False 2,947
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-230
2.618 113-230
1.618 113-230
1.000 113-230
0.618 113-230
HIGH 113-230
0.618 113-230
0.500 113-230
0.382 113-230
LOW 113-230
0.618 113-230
1.000 113-230
1.618 113-230
2.618 113-230
4.250 113-230
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 113-230 113-175
PP 113-230 113-120
S1 113-230 113-065

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

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