CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 12-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
114-220 |
115-290 |
1-070 |
1.1% |
113-150 |
High |
115-210 |
116-275 |
1-065 |
1.0% |
115-250 |
Low |
114-140 |
111-150 |
-2-310 |
-2.6% |
113-065 |
Close |
115-170 |
116-210 |
1-040 |
1.0% |
115-020 |
Range |
1-070 |
5-125 |
4-055 |
342.3% |
2-185 |
ATR |
1-038 |
1-135 |
0-098 |
27.3% |
0-000 |
Volume |
502,575 |
98,536 |
-404,039 |
-80.4% |
2,387,927 |
|
Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-053 |
129-097 |
119-199 |
|
R3 |
125-248 |
123-292 |
118-044 |
|
R2 |
120-123 |
120-123 |
117-206 |
|
R1 |
118-167 |
118-167 |
117-048 |
119-145 |
PP |
114-318 |
114-318 |
114-318 |
115-148 |
S1 |
113-042 |
113-042 |
116-052 |
114-020 |
S2 |
109-193 |
109-193 |
115-214 |
|
S3 |
104-068 |
107-237 |
115-056 |
|
S4 |
98-263 |
102-112 |
113-221 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-133 |
121-102 |
116-154 |
|
R3 |
119-268 |
118-237 |
115-247 |
|
R2 |
117-083 |
117-083 |
115-171 |
|
R1 |
116-052 |
116-052 |
115-096 |
116-228 |
PP |
114-218 |
114-218 |
114-218 |
114-306 |
S1 |
113-187 |
113-187 |
114-264 |
114-042 |
S2 |
112-033 |
112-033 |
114-189 |
|
S3 |
109-168 |
111-002 |
114-113 |
|
S4 |
106-303 |
108-137 |
113-206 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
116-275 |
111-150 |
5-125 |
4.6% |
1-260 |
1.6% |
96% |
True |
True |
414,503 |
10 |
116-275 |
111-150 |
5-125 |
4.6% |
1-139 |
1.2% |
96% |
True |
True |
464,246 |
20 |
116-275 |
111-140 |
5-135 |
4.6% |
1-074 |
1.1% |
96% |
True |
False |
521,869 |
40 |
119-085 |
111-140 |
7-265 |
6.7% |
1-060 |
1.0% |
67% |
False |
False |
720,799 |
60 |
119-085 |
111-140 |
7-265 |
6.7% |
0-307 |
0.8% |
67% |
False |
False |
710,577 |
80 |
119-085 |
111-140 |
7-265 |
6.7% |
0-241 |
0.6% |
67% |
False |
False |
535,320 |
100 |
119-085 |
110-180 |
8-225 |
7.5% |
0-198 |
0.5% |
70% |
False |
False |
428,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-246 |
2.618 |
130-311 |
1.618 |
125-186 |
1.000 |
122-080 |
0.618 |
120-061 |
HIGH |
116-275 |
0.618 |
114-256 |
0.500 |
114-052 |
0.382 |
113-169 |
LOW |
111-150 |
0.618 |
108-044 |
1.000 |
106-025 |
1.618 |
102-239 |
2.618 |
97-114 |
4.250 |
88-179 |
|
|
Fisher Pivots for day following 12-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
115-264 |
115-264 |
PP |
114-318 |
114-318 |
S1 |
114-052 |
114-052 |
|