CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 13-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
115-290 |
116-250 |
0-280 |
0.8% |
113-150 |
High |
116-275 |
117-030 |
0-075 |
0.2% |
115-250 |
Low |
111-150 |
116-120 |
4-290 |
4.4% |
113-065 |
Close |
116-210 |
116-130 |
-0-080 |
-0.2% |
115-020 |
Range |
5-125 |
0-230 |
-4-215 |
-86.7% |
2-185 |
ATR |
1-135 |
1-119 |
-0-016 |
-3.5% |
0-000 |
Volume |
98,536 |
495,511 |
396,975 |
402.9% |
2,387,927 |
|
Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-250 |
118-100 |
116-256 |
|
R3 |
118-020 |
117-190 |
116-193 |
|
R2 |
117-110 |
117-110 |
116-172 |
|
R1 |
116-280 |
116-280 |
116-151 |
116-240 |
PP |
116-200 |
116-200 |
116-200 |
116-180 |
S1 |
116-050 |
116-050 |
116-109 |
116-010 |
S2 |
115-290 |
115-290 |
116-088 |
|
S3 |
115-060 |
115-140 |
116-067 |
|
S4 |
114-150 |
114-230 |
116-004 |
|
|
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 |
117-030 |
111-150 |
5-200 |
4.8% |
1-267 |
1.6% |
88% |
True |
False |
423,359 |
10 |
117-030 |
111-150 |
5-200 |
4.8% |
1-132 |
1.2% |
88% |
True |
False |
453,188 |
20 |
117-030 |
111-140 |
5-210 |
4.9% |
1-077 |
1.1% |
88% |
True |
False |
517,467 |
40 |
119-000 |
111-140 |
7-180 |
6.5% |
1-052 |
1.0% |
66% |
False |
False |
702,931 |
60 |
119-085 |
111-140 |
7-265 |
6.7% |
0-310 |
0.8% |
63% |
False |
False |
718,585 |
80 |
119-085 |
111-140 |
7-265 |
6.7% |
0-244 |
0.7% |
63% |
False |
False |
541,512 |
100 |
119-085 |
111-070 |
8-015 |
6.9% |
0-200 |
0.5% |
64% |
False |
False |
433,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-048 |
2.618 |
118-312 |
1.618 |
118-082 |
1.000 |
117-260 |
0.618 |
117-172 |
HIGH |
117-030 |
0.618 |
116-262 |
0.500 |
116-235 |
0.382 |
116-208 |
LOW |
116-120 |
0.618 |
115-298 |
1.000 |
115-210 |
1.618 |
115-068 |
2.618 |
114-158 |
4.250 |
113-102 |
|
|
Fisher Pivots for day following 13-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
116-235 |
115-223 |
PP |
116-200 |
114-317 |
S1 |
116-165 |
114-090 |
|