CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 28-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
115-200 |
114-140 |
-1-060 |
-1.0% |
112-060 |
| High |
115-215 |
115-090 |
-0-125 |
-0.3% |
116-130 |
| Low |
114-285 |
114-115 |
-0-170 |
-0.5% |
112-055 |
| Close |
115-040 |
114-115 |
-0-245 |
-0.7% |
115-040 |
| Range |
0-250 |
0-295 |
0-045 |
18.0% |
4-075 |
| ATR |
1-071 |
1-064 |
-0-007 |
-1.7% |
0-000 |
| Volume |
585,635 |
453,146 |
-132,489 |
-22.6% |
2,875,442 |
|
| Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-138 |
116-262 |
114-277 |
|
| R3 |
116-163 |
115-287 |
114-196 |
|
| R2 |
115-188 |
115-188 |
114-169 |
|
| R1 |
114-312 |
114-312 |
114-142 |
114-262 |
| PP |
114-213 |
114-213 |
114-213 |
114-189 |
| S1 |
114-017 |
114-017 |
114-088 |
113-288 |
| S2 |
113-238 |
113-238 |
114-061 |
|
| S3 |
112-263 |
113-042 |
114-034 |
|
| S4 |
111-288 |
112-067 |
113-273 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-087 |
125-138 |
117-145 |
|
| R3 |
123-012 |
121-063 |
116-093 |
|
| R2 |
118-257 |
118-257 |
115-288 |
|
| R1 |
116-308 |
116-308 |
115-164 |
117-282 |
| PP |
114-182 |
114-182 |
114-182 |
115-009 |
| S1 |
112-233 |
112-233 |
114-236 |
113-208 |
| S2 |
110-107 |
110-107 |
114-112 |
|
| S3 |
106-032 |
108-158 |
113-307 |
|
| S4 |
101-277 |
104-083 |
112-255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-130 |
114-100 |
2-030 |
1.8% |
1-006 |
0.9% |
2% |
False |
False |
574,019 |
| 10 |
116-130 |
111-140 |
4-310 |
4.3% |
1-008 |
0.9% |
59% |
False |
False |
579,493 |
| 20 |
118-280 |
111-140 |
7-140 |
6.5% |
1-051 |
1.0% |
39% |
False |
False |
697,341 |
| 40 |
119-085 |
111-140 |
7-265 |
6.8% |
1-010 |
0.9% |
37% |
False |
False |
884,424 |
| 60 |
119-085 |
111-140 |
7-265 |
6.8% |
0-240 |
0.7% |
37% |
False |
False |
635,733 |
| 80 |
119-085 |
111-140 |
7-265 |
6.8% |
0-190 |
0.5% |
37% |
False |
False |
477,391 |
| 100 |
119-085 |
109-270 |
9-135 |
8.2% |
0-152 |
0.4% |
48% |
False |
False |
381,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-064 |
|
2.618 |
117-222 |
|
1.618 |
116-247 |
|
1.000 |
116-065 |
|
0.618 |
115-272 |
|
HIGH |
115-090 |
|
0.618 |
114-297 |
|
0.500 |
114-262 |
|
0.382 |
114-228 |
|
LOW |
114-115 |
|
0.618 |
113-253 |
|
1.000 |
113-140 |
|
1.618 |
112-278 |
|
2.618 |
111-303 |
|
4.250 |
110-141 |
|
|
| Fisher Pivots for day following 28-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-262 |
115-122 |
| PP |
114-213 |
115-013 |
| S1 |
114-164 |
114-224 |
|