CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 18-Nov-2008

Day Change Summary
	Previous	Current
	17-Nov-2008	18-Nov-2008	Change	Change %	Previous Week
Open	115-070	115-240	0-170	0.5%	112-220
High	115-070	116-070	1-000	0.9%	114-240
Low	115-070	115-240	0-170	0.5%	112-220
Close	115-070	116-070	1-000	0.9%	114-240
Range	0-000	0-150	0-150		2-020
ATR	0-187	0-197	0-009	5.1%	0-000
Volume	8,654	30,029	21,375	247.0%	52,258

Daily Pivots for day following 18-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-150	117-100	116-152
R3	117-000	116-270	116-111
R2	116-170	116-170	116-098
R1	116-120	116-120	116-084	116-145
PP	116-020	116-020	116-020	116-032
S1	115-290	115-290	116-056	115-315
S2	115-190	115-190	116-042
S3	115-040	115-140	116-029
S4	114-210	114-310	115-308

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	116-070	114-010	2-060	1.9%	0-064	0.2%	100%	True	False	14,318
10	116-070	112-220	3-170	3.0%	0-084	0.2%	100%	True	False	9,952
20	116-070	111-020	5-050	4.4%	0-042	0.1%	100%	True	False	5,134

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	118-068
2.618	117-143
1.618	116-313
1.000	116-220
0.618	116-163
HIGH	116-070
0.618	116-013
0.500	115-315
0.382	115-297
LOW	115-240
0.618	115-147
1.000	115-090
1.618	114-317
2.618	114-167
4.250	113-242

Fisher Pivots for day following 18-Nov-2008
Pivot	1 day	3 day
R1	116-045	115-303
PP	116-020	115-217
S1	115-315	115-130

Download as Excel Spreadsheet

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

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