CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 02-Dec-2008

Day Change Summary
	Previous	Current
	01-Dec-2008	02-Dec-2008	Change	Change %	Previous Week
Open	121-160	122-110	0-270	0.7%	117-210
High	123-000	123-020	0-020	0.1%	121-040
Low	121-160	122-030	0-190	0.5%	117-080
Close	122-170	122-250	0-080	0.2%	120-310
Range	1-160	0-310	-0-170	-35.4%	3-280
ATR	0-296	0-297	0-001	0.3%	0-000
Volume	173,209	627,378	454,169	262.2%	1,298,392

Daily Pivots for day following 02-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	125-177	125-043	123-100
R3	124-187	124-053	123-015
R2	123-197	123-197	122-307
R1	123-063	123-063	122-278	123-130
PP	122-207	122-207	122-207	122-240
S1	122-073	122-073	122-222	122-140
S2	121-217	121-217	122-193
S3	120-227	121-083	122-165
S4	119-237	120-093	122-080

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	123-020	118-190	4-150	3.6%	0-316	0.8%	94%	True	False	393,609
10	123-020	115-240	7-100	6.0%	0-193	0.5%	96%	True	False	244,523
20	123-020	112-220	10-120	8.4%	0-131	0.3%	97%	True	False	125,756

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	0-017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-058
2.618	125-192
1.618	124-202
1.000	124-010
0.618	123-212
HIGH	123-020
0.618	122-222
0.500	122-185
0.382	122-148
LOW	122-030
0.618	121-158
1.000	121-040
1.618	120-168
2.618	119-178
4.250	117-312

Fisher Pivots for day following 02-Dec-2008
Pivot	1 day	3 day
R1	122-228	122-153
PP	122-207	122-057
S1	122-185	121-280

Download as Excel Spreadsheet

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

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