CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 31-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-130 |
114-150 |
1-020 |
0.9% |
115-200 |
| High |
113-280 |
114-195 |
0-235 |
0.6% |
115-215 |
| Low |
113-125 |
113-015 |
-0-110 |
-0.3% |
113-015 |
| Close |
113-185 |
113-025 |
-0-160 |
-0.4% |
113-025 |
| Range |
0-155 |
1-180 |
1-025 |
222.6% |
2-200 |
| ATR |
1-046 |
1-056 |
0-010 |
2.6% |
0-000 |
| Volume |
556,249 |
491,083 |
-65,166 |
-11.7% |
2,692,206 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-085 |
117-075 |
113-300 |
|
| R3 |
116-225 |
115-215 |
113-162 |
|
| R2 |
115-045 |
115-045 |
113-117 |
|
| R1 |
114-035 |
114-035 |
113-071 |
113-270 |
| PP |
113-185 |
113-185 |
113-185 |
113-142 |
| S1 |
112-175 |
112-175 |
112-299 |
112-090 |
| S2 |
112-005 |
112-005 |
112-253 |
|
| S3 |
110-145 |
110-315 |
112-208 |
|
| S4 |
108-285 |
109-135 |
112-070 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-258 |
120-022 |
114-167 |
|
| R3 |
119-058 |
117-142 |
113-256 |
|
| R2 |
116-178 |
116-178 |
113-179 |
|
| R1 |
114-262 |
114-262 |
113-102 |
114-120 |
| PP |
113-298 |
113-298 |
113-298 |
113-228 |
| S1 |
112-062 |
112-062 |
112-268 |
111-240 |
| S2 |
111-098 |
111-098 |
112-191 |
|
| S3 |
108-218 |
109-182 |
112-114 |
|
| S4 |
106-018 |
106-302 |
111-203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-215 |
113-015 |
2-200 |
2.3% |
0-300 |
0.8% |
1% |
False |
True |
538,441 |
| 10 |
116-130 |
112-055 |
4-075 |
3.7% |
1-006 |
0.9% |
21% |
False |
False |
556,764 |
| 20 |
118-280 |
111-140 |
7-140 |
6.6% |
1-048 |
1.0% |
22% |
False |
False |
652,534 |
| 40 |
119-085 |
111-140 |
7-265 |
6.9% |
1-018 |
0.9% |
21% |
False |
False |
857,739 |
| 60 |
119-085 |
111-140 |
7-265 |
6.9% |
0-256 |
0.7% |
21% |
False |
False |
662,445 |
| 80 |
119-085 |
111-140 |
7-265 |
6.9% |
0-202 |
0.6% |
21% |
False |
False |
498,035 |
| 100 |
119-085 |
109-270 |
9-135 |
8.3% |
0-162 |
0.4% |
34% |
False |
False |
398,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-080 |
|
2.618 |
118-224 |
|
1.618 |
117-044 |
|
1.000 |
116-055 |
|
0.618 |
115-184 |
|
HIGH |
114-195 |
|
0.618 |
114-004 |
|
0.500 |
113-265 |
|
0.382 |
113-206 |
|
LOW |
113-015 |
|
0.618 |
112-026 |
|
1.000 |
111-155 |
|
1.618 |
110-166 |
|
2.618 |
108-306 |
|
4.250 |
106-130 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-265 |
114-008 |
| PP |
113-185 |
113-227 |
| S1 |
113-105 |
113-126 |
|