CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 20-Nov-2008

Day Change Summary
	Previous	Current
	19-Nov-2008	20-Nov-2008	Change	Change %	Previous Week
Open	116-310	118-050	1-060	1.0%	112-220
High	116-310	118-050	1-060	1.0%	114-240
Low	116-310	118-050	1-060	1.0%	112-220
Close	116-310	118-120	1-130	1.2%	114-240
Range
ATR	0-200	0-213	0-013	6.4%	0-000
Volume	65,114	76,615	11,501	17.7%	52,258

Daily Pivots for day following 20-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-073	118-097	118-120
R3	118-073	118-097	118-120
R2	118-073	118-073	118-120
R1	118-097	118-097	118-120	118-085
PP	118-073	118-073	118-073	118-068
S1	118-097	118-097	118-120	118-085
S2	118-073	118-073	118-120
S3	118-073	118-097	118-120
S4	118-073	118-097	118-120

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	118-050	114-190	3-180	3.0%	0-040	0.1%	106%	True	False	40,508
10	118-050	112-220	5-150	4.6%	0-073	0.2%	104%	True	False	23,431
20	118-050	111-020	7-030	6.0%	0-042	0.1%	103%	True	False	12,213

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	0-001

Fibonacci Retracements and Extensions
4.250	118-050
2.618	118-050
1.618	118-050
1.000	118-050
0.618	118-050
HIGH	118-050
0.618	118-050
0.500	118-050
0.382	118-050
LOW	118-050
0.618	118-050
1.000	118-050
1.618	118-050
2.618	118-050
4.250	118-050

Fisher Pivots for day following 20-Nov-2008
Pivot	1 day	3 day
R1	118-097	117-288
PP	118-073	117-137
S1	118-050	116-305

Download as Excel Spreadsheet

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

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