CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
117-040 |
114-100 |
-2-260 |
-2.4% |
115-020 |
| High |
117-280 |
114-150 |
-3-130 |
-2.9% |
116-270 |
| Low |
114-110 |
113-165 |
-0-265 |
-0.7% |
114-180 |
| Close |
114-300 |
113-170 |
-1-130 |
-1.2% |
116-000 |
| Range |
3-170 |
0-305 |
-2-185 |
-73.0% |
2-090 |
| ATR |
1-123 |
1-124 |
0-001 |
0.2% |
0-000 |
| Volume |
863,292 |
1,375,860 |
512,568 |
59.4% |
3,882,835 |
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-223 |
116-022 |
114-018 |
|
| R3 |
115-238 |
115-037 |
113-254 |
|
| R2 |
114-253 |
114-253 |
113-226 |
|
| R1 |
114-052 |
114-052 |
113-198 |
114-000 |
| PP |
113-268 |
113-268 |
113-268 |
113-242 |
| S1 |
113-067 |
113-067 |
113-142 |
113-015 |
| S2 |
112-283 |
112-283 |
113-114 |
|
| S3 |
111-298 |
112-082 |
113-086 |
|
| S4 |
110-313 |
111-097 |
113-002 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-207 |
121-193 |
117-082 |
|
| R3 |
120-117 |
119-103 |
116-201 |
|
| R2 |
118-027 |
118-027 |
116-134 |
|
| R1 |
117-013 |
117-013 |
116-067 |
117-180 |
| PP |
115-257 |
115-257 |
115-257 |
116-020 |
| S1 |
114-243 |
114-243 |
115-253 |
115-090 |
| S2 |
113-167 |
113-167 |
115-186 |
|
| S3 |
111-077 |
112-153 |
115-119 |
|
| S4 |
108-307 |
110-063 |
114-238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-280 |
113-165 |
5-115 |
4.7% |
1-231 |
1.5% |
0% |
False |
True |
941,028 |
| 10 |
118-280 |
113-165 |
5-115 |
4.7% |
1-125 |
1.2% |
0% |
False |
True |
873,269 |
| 20 |
119-085 |
113-165 |
5-240 |
5.1% |
1-050 |
1.0% |
0% |
False |
True |
1,003,098 |
| 40 |
119-085 |
113-165 |
5-240 |
5.1% |
0-258 |
0.7% |
0% |
False |
True |
783,578 |
| 60 |
119-085 |
111-230 |
7-175 |
6.6% |
0-185 |
0.5% |
24% |
False |
False |
524,882 |
| 80 |
119-085 |
110-150 |
8-255 |
7.7% |
0-145 |
0.4% |
35% |
False |
False |
393,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-166 |
|
2.618 |
116-308 |
|
1.618 |
116-003 |
|
1.000 |
115-135 |
|
0.618 |
115-018 |
|
HIGH |
114-150 |
|
0.618 |
114-033 |
|
0.500 |
113-318 |
|
0.382 |
113-282 |
|
LOW |
113-165 |
|
0.618 |
112-297 |
|
1.000 |
112-180 |
|
1.618 |
111-312 |
|
2.618 |
111-007 |
|
4.250 |
109-149 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-318 |
115-222 |
| PP |
113-268 |
114-312 |
| S1 |
113-219 |
114-081 |
|