CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 26-Nov-2008

Day Change Summary
	Previous	Current
	25-Nov-2008	26-Nov-2008	Change	Change %	Previous Week
Open	118-190	119-250	1-060	1.0%	115-070
High	119-220	120-140	0-240	0.6%	118-050
Low	118-190	119-160	0-290	0.8%	115-070
Close	119-080	120-120	1-040	0.9%	118-070
Range	1-030	0-300	-0-050	-14.3%	2-300
ATR	0-262	0-271	0-008	3.2%	0-000
Volume	272,504	529,187	256,683	94.2%	354,911

Daily Pivots for day following 26-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-293	122-187	120-285
R3	121-313	121-207	120-202
R2	121-013	121-013	120-175
R1	120-227	120-227	120-148	120-280
PP	120-033	120-033	120-033	120-060
S1	119-247	119-247	120-092	119-300
S2	119-053	119-053	120-065
S3	118-073	118-267	120-038
S4	117-093	117-287	119-275

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	120-140	117-080	3-060	2.6%	0-170	0.4%	98%	True	False	236,747
10	120-140	114-010	6-130	5.3%	0-117	0.3%	99%	True	False	131,970
20	120-140	111-020	9-120	7.8%	0-084	0.2%	99%	True	False	67,484

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	0-010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-135
2.618	122-285
1.618	121-305
1.000	121-120
0.618	121-005
HIGH	120-140
0.618	120-025
0.500	119-310
0.382	119-275
LOW	119-160
0.618	118-295
1.000	118-180
1.618	117-315
2.618	117-015
4.250	115-165

Fisher Pivots for day following 26-Nov-2008
Pivot	1 day	3 day
R1	120-077	119-277
PP	120-033	119-113
S1	119-310	118-270

Download as Excel Spreadsheet

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

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