CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 01-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
122-235 |
124-005 |
1-090 |
1.0% |
120-025 |
High |
123-025 |
125-120 |
2-095 |
1.9% |
123-025 |
Low |
122-235 |
124-005 |
1-090 |
1.0% |
112-150 |
Close |
122-285 |
124-265 |
1-300 |
1.6% |
122-285 |
Range |
0-110 |
1-115 |
1-005 |
295.5% |
10-195 |
ATR |
1-269 |
1-284 |
0-015 |
2.5% |
0-000 |
Volume |
588,171 |
124,842 |
-463,329 |
-78.8% |
2,791,846 |
|
Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-262 |
128-058 |
125-184 |
|
R3 |
127-147 |
126-263 |
125-065 |
|
R2 |
126-032 |
126-032 |
125-025 |
|
R1 |
125-148 |
125-148 |
124-305 |
125-250 |
PP |
124-237 |
124-237 |
124-237 |
124-288 |
S1 |
124-033 |
124-033 |
124-225 |
124-135 |
S2 |
123-122 |
123-122 |
124-185 |
|
S3 |
122-007 |
122-238 |
124-145 |
|
S4 |
120-212 |
121-123 |
124-026 |
|
|
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 |
125-120 |
112-150 |
12-290 |
10.3% |
2-204 |
2.1% |
96% |
True |
False |
583,337 |
10 |
125-120 |
112-150 |
12-290 |
10.3% |
1-224 |
1.4% |
96% |
True |
False |
608,374 |
20 |
125-120 |
111-150 |
13-290 |
11.1% |
1-183 |
1.3% |
96% |
True |
False |
535,181 |
40 |
125-120 |
111-140 |
13-300 |
11.2% |
1-105 |
1.1% |
96% |
True |
False |
601,280 |
60 |
125-120 |
111-140 |
13-300 |
11.2% |
1-067 |
1.0% |
96% |
True |
False |
756,322 |
80 |
125-120 |
111-140 |
13-300 |
11.2% |
0-312 |
0.8% |
96% |
True |
False |
624,655 |
100 |
125-120 |
111-140 |
13-300 |
11.2% |
0-257 |
0.6% |
96% |
True |
False |
500,571 |
120 |
125-120 |
109-270 |
15-170 |
12.4% |
0-214 |
0.5% |
96% |
True |
False |
417,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-049 |
2.618 |
128-299 |
1.618 |
127-184 |
1.000 |
126-235 |
0.618 |
126-069 |
HIGH |
125-120 |
0.618 |
124-274 |
0.500 |
124-222 |
0.382 |
124-171 |
LOW |
124-005 |
0.618 |
123-056 |
1.000 |
122-210 |
1.618 |
121-261 |
2.618 |
120-146 |
4.250 |
118-076 |
|
|
Fisher Pivots for day following 01-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
124-251 |
122-275 |
PP |
124-237 |
120-285 |
S1 |
124-222 |
118-295 |
|