CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 28-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
121-230 |
122-235 |
1-005 |
0.8% |
120-025 |
High |
122-150 |
123-025 |
0-195 |
0.5% |
123-025 |
Low |
112-150 |
122-235 |
10-085 |
9.1% |
112-150 |
Close |
122-115 |
122-285 |
0-170 |
0.4% |
122-285 |
Range |
10-000 |
0-110 |
-9-210 |
-96.6% |
10-195 |
ATR |
1-297 |
1-269 |
-0-028 |
-4.5% |
0-000 |
Volume |
921,709 |
588,171 |
-333,538 |
-36.2% |
2,791,846 |
|
Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-298 |
123-242 |
123-026 |
|
R3 |
123-188 |
123-132 |
122-315 |
|
R2 |
123-078 |
123-078 |
122-305 |
|
R1 |
123-022 |
123-022 |
122-295 |
123-050 |
PP |
122-288 |
122-288 |
122-288 |
122-302 |
S1 |
122-232 |
122-232 |
122-275 |
122-260 |
S2 |
122-178 |
122-178 |
122-265 |
|
S3 |
122-068 |
122-122 |
122-255 |
|
S4 |
121-278 |
122-012 |
122-224 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151-098 |
147-227 |
128-232 |
|
R3 |
140-223 |
137-032 |
125-259 |
|
R2 |
130-028 |
130-028 |
124-267 |
|
R1 |
126-157 |
126-157 |
123-276 |
128-092 |
PP |
119-153 |
119-153 |
119-153 |
120-121 |
S1 |
115-282 |
115-282 |
121-294 |
117-218 |
S2 |
108-278 |
108-278 |
120-303 |
|
S3 |
98-083 |
105-087 |
119-311 |
|
S4 |
87-208 |
94-212 |
117-018 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-025 |
112-150 |
10-195 |
8.6% |
2-153 |
2.0% |
98% |
True |
False |
755,559 |
10 |
123-025 |
112-150 |
10-195 |
8.6% |
1-206 |
1.3% |
98% |
True |
False |
660,314 |
20 |
123-025 |
111-150 |
11-195 |
9.4% |
1-169 |
1.2% |
98% |
True |
False |
556,751 |
40 |
123-025 |
111-140 |
11-205 |
9.5% |
1-103 |
1.1% |
98% |
True |
False |
618,270 |
60 |
123-025 |
111-140 |
11-205 |
9.5% |
1-062 |
1.0% |
98% |
True |
False |
773,769 |
80 |
123-025 |
111-140 |
11-205 |
9.5% |
0-306 |
0.8% |
98% |
True |
False |
623,412 |
100 |
123-025 |
111-140 |
11-205 |
9.5% |
0-253 |
0.6% |
98% |
True |
False |
499,324 |
120 |
123-025 |
109-270 |
13-075 |
10.8% |
0-211 |
0.5% |
99% |
True |
False |
416,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-172 |
2.618 |
123-313 |
1.618 |
123-203 |
1.000 |
123-135 |
0.618 |
123-093 |
HIGH |
123-025 |
0.618 |
122-303 |
0.500 |
122-290 |
0.382 |
122-277 |
LOW |
122-235 |
0.618 |
122-167 |
1.000 |
122-125 |
1.618 |
122-057 |
2.618 |
121-267 |
4.250 |
121-088 |
|
|
Fisher Pivots for day following 28-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
122-290 |
121-059 |
PP |
122-288 |
119-153 |
S1 |
122-287 |
117-248 |
|