CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 02-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
124-005 |
125-000 |
0-315 |
0.8% |
120-025 |
High |
125-120 |
125-160 |
0-040 |
0.1% |
123-025 |
Low |
124-005 |
124-255 |
0-250 |
0.6% |
112-150 |
Close |
124-265 |
125-080 |
0-135 |
0.3% |
122-285 |
Range |
1-115 |
0-225 |
-0-210 |
-48.3% |
10-195 |
ATR |
1-284 |
1-257 |
-0-027 |
-4.5% |
0-000 |
Volume |
124,842 |
189,416 |
64,574 |
51.7% |
2,791,846 |
|
Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-093 |
126-312 |
125-204 |
|
R3 |
126-188 |
126-087 |
125-142 |
|
R2 |
125-283 |
125-283 |
125-121 |
|
R1 |
125-182 |
125-182 |
125-101 |
125-232 |
PP |
125-058 |
125-058 |
125-058 |
125-084 |
S1 |
124-277 |
124-277 |
125-059 |
125-008 |
S2 |
124-153 |
124-153 |
125-039 |
|
S3 |
123-248 |
124-052 |
125-018 |
|
S4 |
123-023 |
123-147 |
124-276 |
|
|
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 |
125-160 |
112-150 |
13-010 |
10.4% |
2-204 |
2.1% |
98% |
True |
False |
485,885 |
10 |
125-160 |
112-150 |
13-010 |
10.4% |
1-231 |
1.4% |
98% |
True |
False |
578,157 |
20 |
125-160 |
111-150 |
14-010 |
11.2% |
1-169 |
1.2% |
98% |
True |
False |
520,097 |
40 |
125-160 |
111-140 |
14-020 |
11.2% |
1-108 |
1.1% |
98% |
True |
False |
586,315 |
60 |
125-160 |
111-140 |
14-020 |
11.2% |
1-068 |
1.0% |
98% |
True |
False |
745,191 |
80 |
125-160 |
111-140 |
14-020 |
11.2% |
0-314 |
0.8% |
98% |
True |
False |
626,858 |
100 |
125-160 |
111-140 |
14-020 |
11.2% |
0-259 |
0.6% |
98% |
True |
False |
502,447 |
120 |
125-160 |
109-270 |
15-210 |
12.5% |
0-216 |
0.5% |
98% |
True |
False |
418,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-156 |
2.618 |
127-109 |
1.618 |
126-204 |
1.000 |
126-065 |
0.618 |
125-299 |
HIGH |
125-160 |
0.618 |
125-074 |
0.500 |
125-048 |
0.382 |
125-021 |
LOW |
124-255 |
0.618 |
124-116 |
1.000 |
124-030 |
1.618 |
123-211 |
2.618 |
122-306 |
4.250 |
121-259 |
|
|
Fisher Pivots for day following 02-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
125-069 |
124-279 |
PP |
125-058 |
124-158 |
S1 |
125-048 |
124-038 |
|