CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 04-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
113-150 |
113-160 |
0-010 |
0.0% |
115-200 |
| High |
113-255 |
115-065 |
1-130 |
1.2% |
115-215 |
| Low |
113-065 |
113-160 |
0-095 |
0.3% |
113-015 |
| Close |
113-255 |
115-040 |
1-105 |
1.2% |
113-025 |
| Range |
0-190 |
1-225 |
1-035 |
186.8% |
2-200 |
| ATR |
1-045 |
1-058 |
0-013 |
3.5% |
0-000 |
| Volume |
603,764 |
312,757 |
-291,007 |
-48.2% |
2,692,206 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-230 |
119-040 |
116-020 |
|
| R3 |
118-005 |
117-135 |
115-190 |
|
| R2 |
116-100 |
116-100 |
115-140 |
|
| R1 |
115-230 |
115-230 |
115-090 |
116-005 |
| PP |
114-195 |
114-195 |
114-195 |
114-242 |
| S1 |
114-005 |
114-005 |
114-310 |
114-100 |
| S2 |
112-290 |
112-290 |
114-260 |
|
| S3 |
111-065 |
112-100 |
114-210 |
|
| S4 |
109-160 |
110-195 |
114-060 |
|
|
| 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 |
115-065 |
113-015 |
2-050 |
1.9% |
1-018 |
0.9% |
96% |
True |
False |
513,989 |
| 10 |
116-130 |
113-015 |
3-115 |
2.9% |
1-012 |
0.9% |
62% |
False |
False |
544,004 |
| 20 |
117-280 |
111-140 |
6-140 |
5.6% |
1-028 |
0.9% |
57% |
False |
False |
616,289 |
| 40 |
119-085 |
111-140 |
7-265 |
6.8% |
1-018 |
0.9% |
47% |
False |
False |
828,615 |
| 60 |
119-085 |
111-140 |
7-265 |
6.8% |
0-261 |
0.7% |
47% |
False |
False |
677,306 |
| 80 |
119-085 |
111-140 |
7-265 |
6.8% |
0-211 |
0.6% |
47% |
False |
False |
509,459 |
| 100 |
119-085 |
109-270 |
9-135 |
8.2% |
0-169 |
0.5% |
56% |
False |
False |
407,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-141 |
|
2.618 |
119-212 |
|
1.618 |
117-307 |
|
1.000 |
116-290 |
|
0.618 |
116-082 |
|
HIGH |
115-065 |
|
0.618 |
114-177 |
|
0.500 |
114-112 |
|
0.382 |
114-048 |
|
LOW |
113-160 |
|
0.618 |
112-143 |
|
1.000 |
111-255 |
|
1.618 |
110-238 |
|
2.618 |
109-013 |
|
4.250 |
106-084 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-278 |
114-253 |
| PP |
114-195 |
114-147 |
| S1 |
114-112 |
114-040 |
|