CBOT 10-Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 04-Dec-2008

Day Change Summary
	Previous	Current
	03-Dec-2008	04-Dec-2008	Change	Change %	Previous Week
Open	122-170	123-195	1-025	0.9%	117-210
High	123-160	124-115	0-275	0.7%	121-040
Low	122-160	123-145	0-305	0.8%	117-080
Close	123-150	124-115	0-285	0.7%	120-310
Range	1-000	0-290	-0-030	-9.4%	3-280
ATR	0-299	0-298	-0-001	-0.2%	0-000
Volume	520,599	512,025	-8,574	-1.6%	1,298,392

Daily Pivots for day following 04-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	126-248	126-152	124-274
R3	125-278	125-182	124-195
R2	124-308	124-308	124-168
R1	124-212	124-212	124-142	124-260
PP	124-018	124-018	124-018	124-042
S1	123-242	123-242	124-088	123-290
S2	123-048	123-048	124-062
S3	122-078	122-272	124-035
S4	121-108	121-302	123-276

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	124-115	120-220	3-215	3.0%	0-308	0.8%	100%	True	False	439,795
10	124-115	117-080	7-035	5.7%	0-239	0.6%	100%	True	False	338,271
20	124-115	112-220	11-215	9.4%	0-156	0.4%	100%	True	False	177,221

Crabel Price Patterns
NR	True
NR4	True
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	0-023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	128-068
2.618	126-234
1.618	125-264
1.000	125-085
0.618	124-294
HIGH	124-115
0.618	124-004
0.500	123-290
0.382	123-256
LOW	123-145
0.618	122-286
1.000	122-175
1.618	121-316
2.618	121-026
4.250	119-192

Fisher Pivots for day following 04-Dec-2008
Pivot	1 day	3 day
R1	124-067	123-314
PP	124-018	123-193
S1	123-290	123-072

Download as Excel Spreadsheet

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

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