CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 01-Dec-2008

Day Change Summary
	Previous	Current
	28-Nov-2008	01-Dec-2008	Change	Change %	Previous Week
Open	120-220	121-160	0-260	0.7%	117-210
High	121-040	123-000	1-280	1.5%	121-040
Low	120-220	121-160	0-260	0.7%	117-080
Close	120-310	122-170	1-180	1.3%	120-310
Range	0-140	1-160	1-020	242.9%	3-280
ATR	0-269	0-296	0-027	10.1%	0-000
Volume	365,768	173,209	-192,559	-52.6%	1,298,392

Daily Pivots for day following 01-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	126-270	126-060	123-114
R3	125-110	124-220	122-302
R2	123-270	123-270	122-258
R1	123-060	123-060	122-214	123-165
PP	122-110	122-110	122-110	122-162
S1	121-220	121-220	122-126	122-005
S2	120-270	120-270	122-082
S3	119-110	120-060	122-038
S4	117-270	118-220	121-226

Weekly Pivots for week ending 28-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	131-130	130-020	123-032
R3	127-170	126-060	122-011
R2	123-210	123-210	121-217
R1	122-100	122-100	121-104	122-315
PP	119-250	119-250	119-250	120-038
S1	118-140	118-140	120-196	119-035
S2	115-290	115-290	120-083
S3	112-010	114-180	119-289
S4	108-050	110-220	118-268

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-000	117-080	5-240	4.7%	0-280	0.7%	92%	True	False	294,320
10	123-000	115-070	7-250	6.4%	0-162	0.4%	94%	True	False	182,651
20	123-000	111-200	11-120	9.3%	0-116	0.3%	96%	True	False	94,419

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-009
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	129-120
2.618	126-297
1.618	125-137
1.000	124-160
0.618	123-297
HIGH	123-000
0.618	122-137
0.500	122-080
0.382	122-023
LOW	121-160
0.618	120-183
1.000	120-000
1.618	119-023
2.618	117-183
4.250	115-040

Fisher Pivots for day following 01-Dec-2008
Pivot	1 day	3 day
R1	122-140	122-033
PP	122-110	121-217
S1	122-080	121-080

Download as Excel Spreadsheet

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

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