CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116-300 |
117-005 |
0-025 |
0.1% |
115-100 |
| High |
116-300 |
117-085 |
0-105 |
0.3% |
117-220 |
| Low |
116-065 |
116-150 |
0-085 |
0.2% |
115-040 |
| Close |
116-165 |
116-220 |
0-055 |
0.1% |
116-200 |
| Range |
0-235 |
0-255 |
0-020 |
8.5% |
2-180 |
| ATR |
0-204 |
0-207 |
0-004 |
1.8% |
0-000 |
| Volume |
1,149,126 |
1,282,755 |
133,629 |
11.6% |
3,567,453 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-063 |
118-237 |
117-040 |
|
| R3 |
118-128 |
117-302 |
116-290 |
|
| R2 |
117-193 |
117-193 |
116-267 |
|
| R1 |
117-047 |
117-047 |
116-243 |
116-312 |
| PP |
116-258 |
116-258 |
116-258 |
116-231 |
| S1 |
116-112 |
116-112 |
116-197 |
116-058 |
| S2 |
116-003 |
116-003 |
116-173 |
|
| S3 |
115-068 |
115-177 |
116-150 |
|
| S4 |
114-133 |
114-242 |
116-080 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-053 |
122-307 |
118-011 |
|
| R3 |
121-193 |
120-127 |
117-106 |
|
| R2 |
119-013 |
119-013 |
117-030 |
|
| R1 |
117-267 |
117-267 |
116-275 |
118-140 |
| PP |
116-153 |
116-153 |
116-153 |
116-250 |
| S1 |
115-087 |
115-087 |
116-125 |
115-280 |
| S2 |
113-293 |
113-293 |
116-050 |
|
| S3 |
111-113 |
112-227 |
115-294 |
|
| S4 |
108-253 |
110-047 |
115-069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-220 |
115-065 |
2-155 |
2.1% |
0-303 |
0.8% |
60% |
False |
False |
1,180,411 |
| 10 |
117-220 |
115-030 |
2-190 |
2.2% |
0-254 |
0.7% |
61% |
False |
False |
1,010,961 |
| 20 |
117-220 |
114-170 |
3-050 |
2.7% |
0-145 |
0.4% |
68% |
False |
False |
564,058 |
| 40 |
117-220 |
111-230 |
5-310 |
5.1% |
0-092 |
0.2% |
83% |
False |
False |
285,774 |
| 60 |
117-220 |
110-150 |
7-070 |
6.2% |
0-070 |
0.2% |
86% |
False |
False |
190,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-209 |
|
2.618 |
119-113 |
|
1.618 |
118-178 |
|
1.000 |
118-020 |
|
0.618 |
117-243 |
|
HIGH |
117-085 |
|
0.618 |
116-308 |
|
0.500 |
116-278 |
|
0.382 |
116-247 |
|
LOW |
116-150 |
|
0.618 |
115-312 |
|
1.000 |
115-215 |
|
1.618 |
115-057 |
|
2.618 |
114-122 |
|
4.250 |
113-026 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-278 |
116-225 |
| PP |
116-258 |
116-223 |
| S1 |
116-239 |
116-222 |
|