CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 14-Nov-2008

Day Change Summary
	Previous	Current
	13-Nov-2008	14-Nov-2008	Change	Change %	Previous Week
Open	114-120	114-190	0-070	0.2%	112-220
High	114-130	114-240	0-110	0.3%	114-240
Low	114-010	114-190	0-180	0.5%	112-220
Close	114-060	114-240	0-180	0.5%	114-240
Range	0-120	0-050	-0-070	-58.3%	2-020
ATR	0-191	0-190	-0-001	-0.4%	0-000
Volume	10,044	22,130	12,086	120.3%	52,258

Daily Pivots for day following 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-053	115-037	114-268
R3	115-003	114-307	114-254
R2	114-273	114-273	114-249
R1	114-257	114-257	114-245	114-265
PP	114-223	114-223	114-223	114-228
S1	114-207	114-207	114-235	114-215
S2	114-173	114-173	114-231
S3	114-123	114-157	114-226
S4	114-073	114-107	114-212

Weekly Pivots for week ending 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-080	119-180	115-283
R3	118-060	117-160	115-102
R2	116-040	116-040	115-041
R1	115-140	115-140	114-300	115-250
PP	114-020	114-020	114-020	114-075
S1	113-120	113-120	114-180	113-230
S2	112-000	112-000	114-119
S3	109-300	111-100	114-058
S4	107-280	109-080	113-197

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-240	112-220	2-020	1.8%	0-070	0.2%	100%	True	False	10,451
10	114-240	111-200	3-040	2.7%	0-069	0.2%	100%	True	False	6,188
20	114-240	110-230	4-010	3.5%	0-034	0.1%	100%	True	False	3,204

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	0-001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-132
2.618	115-051
1.618	115-001
1.000	114-290
0.618	114-271
HIGH	114-240
0.618	114-221
0.500	114-215
0.382	114-209
LOW	114-190
0.618	114-159
1.000	114-140
1.618	114-109
2.618	114-059
4.250	113-298

Fisher Pivots for day following 14-Nov-2008
Pivot	1 day	3 day
R1	114-232	114-202
PP	114-223	114-163
S1	114-215	114-125

Download as Excel Spreadsheet

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

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