CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 114-190 115-070 0-200 0.5% 112-220
High 114-240 115-070 0-150 0.4% 114-240
Low 114-190 115-070 0-200 0.5% 112-220
Close 114-240 115-070 0-150 0.4% 114-240
Range 0-050 0-000 -0-050 -100.0% 2-020
ATR 0-190 0-187 -0-003 -1.5% 0-000
Volume 22,130 8,654 -13,476 -60.9% 52,258
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 115-070 115-070 115-070
R3 115-070 115-070 115-070
R2 115-070 115-070 115-070
R1 115-070 115-070 115-070 115-070
PP 115-070 115-070 115-070 115-070
S1 115-070 115-070 115-070 115-070
S2 115-070 115-070 115-070
S3 115-070 115-070 115-070
S4 115-070 115-070 115-070
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
5 115-070 113-230 1-160 1.3% 0-034 0.1% 100% True False 9,203
10 115-070 112-220 2-170 2.2% 0-069 0.2% 100% True False 6,988
20 115-070 111-020 4-050 3.6% 0-034 0.1% 100% True False 3,635
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 3 trading days
Fibonacci Retracements and Extensions
4.250 115-070
2.618 115-070
1.618 115-070
1.000 115-070
0.618 115-070
HIGH 115-070
0.618 115-070
0.500 115-070
0.382 115-070
LOW 115-070
0.618 115-070
1.000 115-070
1.618 115-070
2.618 115-070
4.250 115-070
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 115-070 115-007
PP 115-070 114-263
S1 115-070 114-200

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

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