CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 03-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
125-000 |
125-020 |
0-020 |
0.1% |
120-025 |
High |
125-160 |
125-305 |
0-145 |
0.4% |
123-025 |
Low |
124-255 |
125-020 |
0-085 |
0.2% |
112-150 |
Close |
125-080 |
125-305 |
0-225 |
0.6% |
122-285 |
Range |
0-225 |
0-285 |
0-060 |
26.7% |
10-195 |
ATR |
1-257 |
1-236 |
-0-021 |
-3.6% |
0-000 |
Volume |
189,416 |
103,652 |
-85,764 |
-45.3% |
2,791,846 |
|
Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-105 |
128-010 |
126-142 |
|
R3 |
127-140 |
127-045 |
126-063 |
|
R2 |
126-175 |
126-175 |
126-037 |
|
R1 |
126-080 |
126-080 |
126-011 |
126-128 |
PP |
125-210 |
125-210 |
125-210 |
125-234 |
S1 |
125-115 |
125-115 |
125-279 |
125-162 |
S2 |
124-245 |
124-245 |
125-253 |
|
S3 |
123-280 |
124-150 |
125-227 |
|
S4 |
122-315 |
123-185 |
125-148 |
|
|
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 |
125-305 |
112-150 |
13-155 |
10.7% |
2-211 |
2.1% |
100% |
True |
False |
385,558 |
10 |
125-305 |
112-150 |
13-155 |
10.7% |
1-233 |
1.4% |
100% |
True |
False |
549,339 |
20 |
125-305 |
111-150 |
14-155 |
11.5% |
1-174 |
1.2% |
100% |
True |
False |
495,092 |
40 |
125-305 |
111-140 |
14-165 |
11.5% |
1-105 |
1.1% |
100% |
True |
False |
570,755 |
60 |
125-305 |
111-140 |
14-165 |
11.5% |
1-067 |
1.0% |
100% |
True |
False |
732,809 |
80 |
125-305 |
111-140 |
14-165 |
11.5% |
0-313 |
0.8% |
100% |
True |
False |
627,997 |
100 |
125-305 |
111-140 |
14-165 |
11.5% |
0-262 |
0.7% |
100% |
True |
False |
503,480 |
120 |
125-305 |
109-270 |
16-035 |
12.8% |
0-219 |
0.5% |
100% |
True |
False |
419,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-236 |
2.618 |
128-091 |
1.618 |
127-126 |
1.000 |
126-270 |
0.618 |
126-161 |
HIGH |
125-305 |
0.618 |
125-196 |
0.500 |
125-162 |
0.382 |
125-129 |
LOW |
125-020 |
0.618 |
124-164 |
1.000 |
124-055 |
1.618 |
123-199 |
2.618 |
122-234 |
4.250 |
121-089 |
|
|
Fisher Pivots for day following 03-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
125-258 |
125-202 |
PP |
125-210 |
125-098 |
S1 |
125-162 |
124-315 |
|