CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 21-Nov-2008

Day Change Summary
	Previous	Current
	20-Nov-2008	21-Nov-2008	Change	Change %	Previous Week
Open	118-050	117-310	-0-060	-0.2%	115-070
High	118-050	117-310	-0-060	-0.2%	118-050
Low	118-050	117-240	-0-130	-0.3%	115-070
Close	118-120	118-070	-0-050	-0.1%	118-070
Range	0-000	0-070	0-070		2-300
ATR	0-213	0-212	-0-001	-0.4%	0-000
Volume	76,615	174,499	97,884	127.8%	354,911

Daily Pivots for day following 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-203	118-207	118-108
R3	118-133	118-137	118-089
R2	118-063	118-063	118-083
R1	118-067	118-067	118-076	118-065
PP	117-313	117-313	117-313	117-312
S1	117-317	117-317	118-064	117-315
S2	117-243	117-243	118-057
S3	117-173	117-247	118-051
S4	117-103	117-177	118-032

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	126-003	125-017	119-267
R3	123-023	122-037	119-008
R2	120-043	120-043	118-242
R1	119-057	119-057	118-156	119-210
PP	117-063	117-063	117-063	117-140
S1	116-077	116-077	117-304	116-230
S2	114-083	114-083	117-218
S3	111-103	113-097	117-132
S4	108-123	110-117	116-193

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-050	115-070	2-300	2.5%	0-044	0.1%	102%	False	False	70,982
10	118-050	112-220	5-150	4.6%	0-057	0.2%	101%	False	False	40,716
20	118-050	111-020	7-030	6.0%	0-046	0.1%	101%	False	False	20,875

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	118-288
2.618	118-173
1.618	118-103
1.000	118-060
0.618	118-033
HIGH	117-310
0.618	117-283
0.500	117-275
0.382	117-267
LOW	117-240
0.618	117-197
1.000	117-170
1.618	117-127
2.618	117-057
4.250	116-262

Fisher Pivots for day following 21-Nov-2008
Pivot	1 day	3 day
R1	118-032	118-000
PP	117-313	117-250
S1	117-275	117-180

Download as Excel Spreadsheet

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

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