CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
11-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 113-230 114-140 0-230 0.6% 111-200
High 113-230 114-140 0-230 0.6% 113-140
Low 113-230 114-140 0-230 0.6% 111-200
Close 113-230 114-140 0-230 0.6% 112-260
Range
ATR 0-193 0-196 0-003 1.4% 0-000
Volume 4,455 736 -3,719 -83.5% 9,625
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 114-140 114-140 114-140
R3 114-140 114-140 114-140
R2 114-140 114-140 114-140
R1 114-140 114-140 114-140 114-140
PP 114-140 114-140 114-140 114-140
S1 114-140 114-140 114-140 114-140
S2 114-140 114-140 114-140
S3 114-140 114-140 114-140
S4 114-140 114-140 114-140
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
5 114-140 112-220 1-240 1.5% 0-082 0.2% 100% True False 5,149
10 114-140 111-020 3-120 2.9% 0-052 0.1% 100% True False 2,998
20 114-140 110-040 4-100 3.8% 0-026 0.1% 100% True False 1,627
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
4.250 114-140
2.618 114-140
1.618 114-140
1.000 114-140
0.618 114-140
HIGH 114-140
0.618 114-140
0.500 114-140
0.382 114-140
LOW 114-140
0.618 114-140
1.000 114-140
1.618 114-140
2.618 114-140
4.250 114-140
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 114-140 114-047
PP 114-140 113-273
S1 114-140 113-180

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

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