CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 13-Nov-2008

Day Change Summary
	Previous	Current
	12-Nov-2008	13-Nov-2008	Change	Change %	Previous Week
Open	114-140	114-120	-0-020	-0.1%	111-200
High	114-140	114-130	-0-010	0.0%	113-140
Low	114-140	114-010	-0-130	-0.4%	111-200
Close	114-140	114-060	-0-080	-0.2%	112-260
Range	0-000	0-120	0-120		1-260
ATR	0-196	0-191	-0-005	-2.4%	0-000
Volume	736	10,044	9,308	1,264.7%	9,625

Daily Pivots for day following 13-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-107	115-043	114-126
R3	114-307	114-243	114-093
R2	114-187	114-187	114-082
R1	114-123	114-123	114-071	114-095
PP	114-067	114-067	114-067	114-052
S1	114-003	114-003	114-049	113-295
S2	113-267	113-267	114-038
S3	113-147	113-203	114-027
S4	113-027	113-083	113-314

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%	0-106	0.3%	86%	False	False	6,354
10	114-140	111-020	3-120	3.0%	0-064	0.2%	93%	False	False	3,989
20	114-140	110-040	4-100	3.8%	0-032	0.1%	94%	False	False	2,124

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-001
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-000
2.618	115-124
1.618	115-004
1.000	114-250
0.618	114-204
HIGH	114-130
0.618	114-084
0.500	114-070
0.382	114-056
LOW	114-010
0.618	113-256
1.000	113-210
1.618	113-136
2.618	113-016
4.250	112-140

Fisher Pivots for day following 13-Nov-2008
Pivot	1 day	3 day
R1	114-070	114-048
PP	114-067	114-037
S1	114-063	114-025

Download as Excel Spreadsheet

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

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