CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 21-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
119-235 |
120-100 |
0-185 |
0.5% |
117-110 |
High |
120-270 |
120-180 |
-0-090 |
-0.2% |
120-270 |
Low |
119-235 |
120-000 |
0-085 |
0.2% |
117-050 |
Close |
120-230 |
120-155 |
-0-075 |
-0.2% |
120-155 |
Range |
1-035 |
0-180 |
-0-175 |
-49.3% |
3-220 |
ATR |
1-094 |
1-081 |
-0-013 |
-3.2% |
0-000 |
Volume |
728,414 |
985,951 |
257,537 |
35.4% |
3,167,055 |
|
Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-012 |
121-263 |
120-254 |
|
R3 |
121-152 |
121-083 |
120-204 |
|
R2 |
120-292 |
120-292 |
120-188 |
|
R1 |
120-223 |
120-223 |
120-172 |
120-258 |
PP |
120-112 |
120-112 |
120-112 |
120-129 |
S1 |
120-043 |
120-043 |
120-138 |
120-078 |
S2 |
119-252 |
119-252 |
120-122 |
|
S3 |
119-072 |
119-183 |
120-106 |
|
S4 |
118-212 |
119-003 |
120-056 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-178 |
129-067 |
122-164 |
|
R3 |
126-278 |
125-167 |
121-160 |
|
R2 |
123-058 |
123-058 |
121-051 |
|
R1 |
121-267 |
121-267 |
120-263 |
122-162 |
PP |
119-158 |
119-158 |
119-158 |
119-266 |
S1 |
118-047 |
118-047 |
120-047 |
118-262 |
S2 |
115-258 |
115-258 |
119-259 |
|
S3 |
112-038 |
114-147 |
119-150 |
|
S4 |
108-138 |
110-247 |
118-146 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-270 |
117-050 |
3-220 |
3.1% |
0-243 |
0.6% |
90% |
False |
False |
633,411 |
10 |
120-270 |
111-150 |
9-120 |
7.8% |
1-090 |
1.1% |
96% |
False |
False |
539,371 |
20 |
120-270 |
111-150 |
9-120 |
7.8% |
1-044 |
0.9% |
96% |
False |
False |
532,790 |
40 |
120-270 |
111-140 |
9-130 |
7.8% |
1-045 |
0.9% |
96% |
False |
False |
627,805 |
60 |
120-270 |
111-140 |
9-130 |
7.8% |
1-014 |
0.9% |
96% |
False |
False |
771,432 |
80 |
120-270 |
111-140 |
9-130 |
7.8% |
0-259 |
0.7% |
96% |
False |
False |
588,871 |
100 |
120-270 |
111-140 |
9-130 |
7.8% |
0-215 |
0.6% |
96% |
False |
False |
471,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-305 |
2.618 |
122-011 |
1.618 |
121-151 |
1.000 |
121-040 |
0.618 |
120-291 |
HIGH |
120-180 |
0.618 |
120-111 |
0.500 |
120-090 |
0.382 |
120-069 |
LOW |
120-000 |
0.618 |
119-209 |
1.000 |
119-140 |
1.618 |
119-029 |
2.618 |
118-169 |
4.250 |
117-195 |
|
|
Fisher Pivots for day following 21-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
120-133 |
120-075 |
PP |
120-112 |
119-315 |
S1 |
120-090 |
119-235 |
|