CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 03-Dec-2008

Day Change Summary
	Previous	Current
	02-Dec-2008	03-Dec-2008	Change	Change %	Previous Week
Open	122-110	122-170	0-060	0.2%	117-210
High	123-020	123-160	0-140	0.4%	121-040
Low	122-030	122-160	0-130	0.3%	117-080
Close	122-250	123-150	0-220	0.6%	120-310
Range	0-310	1-000	0-010	3.2%	3-280
ATR	0-297	0-299	0-002	0.6%	0-000
Volume	627,378	520,599	-106,779	-17.0%	1,298,392

Daily Pivots for day following 03-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	126-050	125-260	124-006
R3	125-050	124-260	123-238
R2	124-050	124-050	123-209
R1	123-260	123-260	123-179	123-315
PP	123-050	123-050	123-050	123-078
S1	122-260	122-260	123-121	122-315
S2	122-050	122-050	123-091
S3	121-050	121-260	123-062
S4	120-050	120-260	122-294

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	123-160	119-160	4-000	3.2%	0-310	0.8%	99%	True	False	443,228
10	123-160	116-310	6-170	5.3%	0-210	0.5%	100%	True	False	293,580
20	123-160	112-220	10-260	8.8%	0-147	0.4%	100%	True	False	151,766

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	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-240
2.618	126-038
1.618	125-038
1.000	124-160
0.618	124-038
HIGH	123-160
0.618	123-038
0.500	123-000
0.382	122-282
LOW	122-160
0.618	121-282
1.000	121-160
1.618	120-282
2.618	119-282
4.250	118-080

Fisher Pivots for day following 03-Dec-2008
Pivot	1 day	3 day
R1	123-100	123-047
PP	123-050	122-263
S1	123-000	122-160

Download as Excel Spreadsheet

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

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