CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 30-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
112-040 |
111-200 |
-0-160 |
-0.4% |
110-230 |
High |
112-040 |
111-200 |
-0-160 |
-0.4% |
113-290 |
Low |
112-040 |
111-200 |
-0-160 |
-0.4% |
110-230 |
Close |
112-040 |
111-200 |
-0-160 |
-0.4% |
113-060 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
224 |
138 |
-86 |
-38.4% |
1,494 |
|
Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-200 |
111-200 |
111-200 |
|
R3 |
111-200 |
111-200 |
111-200 |
|
R2 |
111-200 |
111-200 |
111-200 |
|
R1 |
111-200 |
111-200 |
111-200 |
111-200 |
PP |
111-200 |
111-200 |
111-200 |
111-200 |
S1 |
111-200 |
111-200 |
111-200 |
111-200 |
S2 |
111-200 |
111-200 |
111-200 |
|
S3 |
111-200 |
111-200 |
111-200 |
|
S4 |
111-200 |
111-200 |
111-200 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-053 |
120-277 |
114-301 |
|
R3 |
118-313 |
117-217 |
114-020 |
|
R2 |
115-253 |
115-253 |
113-247 |
|
R1 |
114-157 |
114-157 |
113-154 |
115-045 |
PP |
112-193 |
112-193 |
112-193 |
112-298 |
S1 |
111-097 |
111-097 |
112-286 |
111-305 |
S2 |
109-133 |
109-133 |
112-193 |
|
S3 |
106-073 |
108-037 |
112-100 |
|
S4 |
103-013 |
104-297 |
111-139 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-200 |
2.618 |
111-200 |
1.618 |
111-200 |
1.000 |
111-200 |
0.618 |
111-200 |
HIGH |
111-200 |
0.618 |
111-200 |
0.500 |
111-200 |
0.382 |
111-200 |
LOW |
111-200 |
0.618 |
111-200 |
1.000 |
111-200 |
1.618 |
111-200 |
2.618 |
111-200 |
4.250 |
111-200 |
|
|
Fisher Pivots for day following 30-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
111-200 |
112-010 |
PP |
111-200 |
111-287 |
S1 |
111-200 |
111-243 |
|