CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 24-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
120-100 |
120-025 |
-0-075 |
-0.2% |
117-110 |
High |
120-180 |
120-030 |
-0-150 |
-0.4% |
120-270 |
Low |
120-000 |
119-125 |
-0-195 |
-0.5% |
117-050 |
Close |
120-155 |
119-125 |
-1-030 |
-0.9% |
120-155 |
Range |
0-180 |
0-225 |
0-045 |
25.0% |
3-220 |
ATR |
1-081 |
1-077 |
-0-004 |
-0.9% |
0-000 |
Volume |
985,951 |
676,678 |
-309,273 |
-31.4% |
3,167,055 |
|
Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-235 |
121-085 |
119-249 |
|
R3 |
121-010 |
120-180 |
119-187 |
|
R2 |
120-105 |
120-105 |
119-166 |
|
R1 |
119-275 |
119-275 |
119-146 |
119-238 |
PP |
119-200 |
119-200 |
119-200 |
119-181 |
S1 |
119-050 |
119-050 |
119-104 |
119-012 |
S2 |
118-295 |
118-295 |
119-084 |
|
S3 |
118-070 |
118-145 |
119-063 |
|
S4 |
117-165 |
117-240 |
119-001 |
|
|
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 |
117-245 |
3-025 |
2.6% |
0-258 |
0.7% |
53% |
False |
False |
670,430 |
10 |
120-270 |
111-150 |
9-120 |
7.9% |
1-084 |
1.1% |
85% |
False |
False |
558,460 |
20 |
120-270 |
111-150 |
9-120 |
7.9% |
1-033 |
0.9% |
85% |
False |
False |
533,236 |
40 |
120-270 |
111-140 |
9-130 |
7.9% |
1-045 |
1.0% |
85% |
False |
False |
626,269 |
60 |
120-270 |
111-140 |
9-130 |
7.9% |
1-015 |
0.9% |
85% |
False |
False |
774,827 |
80 |
120-270 |
111-140 |
9-130 |
7.9% |
0-262 |
0.7% |
85% |
False |
False |
597,283 |
100 |
120-270 |
111-140 |
9-130 |
7.9% |
0-217 |
0.6% |
85% |
False |
False |
478,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-026 |
2.618 |
121-299 |
1.618 |
121-074 |
1.000 |
120-255 |
0.618 |
120-169 |
HIGH |
120-030 |
0.618 |
119-264 |
0.500 |
119-238 |
0.382 |
119-211 |
LOW |
119-125 |
0.618 |
118-306 |
1.000 |
118-220 |
1.618 |
118-081 |
2.618 |
117-176 |
4.250 |
116-129 |
|
|
Fisher Pivots for day following 24-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
119-238 |
120-038 |
PP |
119-200 |
119-280 |
S1 |
119-162 |
119-202 |
|