CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 18-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
117-110 |
117-260 |
0-150 |
0.4% |
114-220 |
High |
117-200 |
118-190 |
0-310 |
0.8% |
117-150 |
Low |
117-050 |
117-245 |
0-195 |
0.5% |
111-150 |
Close |
117-145 |
118-150 |
1-005 |
0.9% |
116-295 |
Range |
0-150 |
0-265 |
0-115 |
76.7% |
6-000 |
ATR |
1-097 |
1-094 |
-0-004 |
-0.9% |
0-000 |
Volume |
491,581 |
391,834 |
-99,747 |
-20.3% |
1,740,869 |
|
Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-243 |
120-142 |
118-296 |
|
R3 |
119-298 |
119-197 |
118-223 |
|
R2 |
119-033 |
119-033 |
118-199 |
|
R1 |
118-252 |
118-252 |
118-174 |
118-302 |
PP |
118-088 |
118-088 |
118-088 |
118-114 |
S1 |
117-307 |
117-307 |
118-126 |
118-038 |
S2 |
117-143 |
117-143 |
118-101 |
|
S3 |
116-198 |
117-042 |
118-077 |
|
S4 |
115-253 |
116-097 |
118-004 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-092 |
131-033 |
120-071 |
|
R3 |
127-092 |
125-033 |
118-183 |
|
R2 |
121-092 |
121-092 |
118-007 |
|
R1 |
119-033 |
119-033 |
117-151 |
120-062 |
PP |
115-092 |
115-092 |
115-092 |
115-266 |
S1 |
113-033 |
113-033 |
116-119 |
114-062 |
S2 |
109-092 |
109-092 |
115-263 |
|
S3 |
103-092 |
107-033 |
115-087 |
|
S4 |
97-092 |
101-033 |
113-199 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-190 |
111-150 |
7-040 |
6.0% |
1-206 |
1.4% |
98% |
True |
False |
424,341 |
10 |
118-190 |
111-150 |
7-040 |
6.0% |
1-115 |
1.1% |
98% |
True |
False |
440,844 |
20 |
118-190 |
111-150 |
7-040 |
6.0% |
1-056 |
1.0% |
98% |
True |
False |
500,415 |
40 |
118-280 |
111-140 |
7-140 |
6.3% |
1-041 |
1.0% |
95% |
False |
False |
644,281 |
60 |
119-085 |
111-140 |
7-265 |
6.6% |
1-002 |
0.8% |
90% |
False |
False |
741,525 |
80 |
119-085 |
111-140 |
7-265 |
6.6% |
0-249 |
0.7% |
90% |
False |
False |
560,534 |
100 |
119-085 |
111-140 |
7-265 |
6.6% |
0-207 |
0.5% |
90% |
False |
False |
448,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-036 |
2.618 |
120-244 |
1.618 |
119-299 |
1.000 |
119-135 |
0.618 |
119-034 |
HIGH |
118-190 |
0.618 |
118-089 |
0.500 |
118-058 |
0.382 |
118-026 |
LOW |
117-245 |
0.618 |
117-081 |
1.000 |
116-300 |
1.618 |
116-136 |
2.618 |
115-191 |
4.250 |
114-079 |
|
|
Fisher Pivots for day following 18-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
118-119 |
118-060 |
PP |
118-088 |
117-290 |
S1 |
118-058 |
117-200 |
|