CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 15-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
112-130 |
112-050 |
-0-080 |
-0.2% |
116-225 |
High |
112-200 |
112-055 |
-0-145 |
-0.4% |
118-280 |
Low |
112-030 |
111-215 |
-0-135 |
-0.4% |
113-000 |
Close |
112-045 |
111-310 |
-0-055 |
-0.2% |
113-175 |
Range |
0-170 |
0-160 |
-0-010 |
-5.9% |
5-280 |
ATR |
1-109 |
1-089 |
-0-019 |
-4.5% |
0-000 |
Volume |
104,269 |
583,558 |
479,289 |
459.7% |
4,771,983 |
|
Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-140 |
113-065 |
112-078 |
|
R3 |
112-300 |
112-225 |
112-034 |
|
R2 |
112-140 |
112-140 |
112-019 |
|
R1 |
112-065 |
112-065 |
112-005 |
112-022 |
PP |
111-300 |
111-300 |
111-300 |
111-279 |
S1 |
111-225 |
111-225 |
111-295 |
111-182 |
S2 |
111-140 |
111-140 |
111-281 |
|
S3 |
110-300 |
111-065 |
111-266 |
|
S4 |
110-140 |
110-225 |
111-222 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-245 |
129-010 |
116-249 |
|
R3 |
126-285 |
123-050 |
115-052 |
|
R2 |
121-005 |
121-005 |
114-200 |
|
R1 |
117-090 |
117-090 |
114-027 |
116-068 |
PP |
115-045 |
115-045 |
115-045 |
114-194 |
S1 |
111-130 |
111-130 |
113-003 |
110-108 |
S2 |
109-085 |
109-085 |
112-150 |
|
S3 |
103-125 |
105-170 |
111-298 |
|
S4 |
97-165 |
99-210 |
110-101 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
117-280 |
111-215 |
6-065 |
5.5% |
1-070 |
1.1% |
5% |
False |
True |
743,978 |
10 |
118-280 |
111-215 |
7-065 |
6.4% |
1-053 |
1.0% |
4% |
False |
True |
777,833 |
20 |
119-000 |
111-215 |
7-105 |
6.5% |
1-028 |
1.0% |
4% |
False |
True |
888,395 |
40 |
119-085 |
111-215 |
7-190 |
6.8% |
0-267 |
0.7% |
4% |
False |
True |
819,145 |
60 |
119-085 |
111-215 |
7-190 |
6.8% |
0-193 |
0.5% |
4% |
False |
True |
549,526 |
80 |
119-085 |
111-070 |
8-015 |
7.2% |
0-151 |
0.4% |
9% |
False |
False |
412,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-095 |
2.618 |
113-154 |
1.618 |
112-314 |
1.000 |
112-215 |
0.618 |
112-154 |
HIGH |
112-055 |
0.618 |
111-314 |
0.500 |
111-295 |
0.382 |
111-276 |
LOW |
111-215 |
0.618 |
111-116 |
1.000 |
111-055 |
1.618 |
110-276 |
2.618 |
110-116 |
4.250 |
109-175 |
|
|
Fisher Pivots for day following 15-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
111-305 |
112-200 |
PP |
111-300 |
112-130 |
S1 |
111-295 |
112-060 |
|