CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 05-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
112-310 |
113-140 |
0-150 |
0.4% |
113-060 |
| High |
112-310 |
113-140 |
0-150 |
0.4% |
113-060 |
| Low |
112-310 |
113-030 |
0-040 |
0.1% |
111-020 |
| Close |
112-310 |
113-060 |
0-070 |
0.2% |
111-020 |
| Range |
0-000 |
0-110 |
0-110 |
|
2-040 |
| ATR |
0-212 |
0-207 |
-0-004 |
-2.1% |
0-000 |
| Volume |
395 |
2,917 |
2,522 |
638.5% |
707 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-087 |
114-023 |
113-120 |
|
| R3 |
113-297 |
113-233 |
113-090 |
|
| R2 |
113-187 |
113-187 |
113-080 |
|
| R1 |
113-123 |
113-123 |
113-070 |
113-100 |
| PP |
113-077 |
113-077 |
113-077 |
113-065 |
| S1 |
113-013 |
113-013 |
113-050 |
112-310 |
| S2 |
112-287 |
112-287 |
113-040 |
|
| S3 |
112-177 |
112-223 |
113-030 |
|
| S4 |
112-067 |
112-113 |
113-000 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-047 |
116-233 |
112-074 |
|
| R3 |
116-007 |
114-193 |
111-207 |
|
| R2 |
113-287 |
113-287 |
111-145 |
|
| R1 |
112-153 |
112-153 |
111-082 |
112-040 |
| PP |
111-247 |
111-247 |
111-247 |
111-190 |
| S1 |
110-113 |
110-113 |
110-278 |
110-000 |
| S2 |
109-207 |
109-207 |
110-215 |
|
| S3 |
107-167 |
108-073 |
110-153 |
|
| S4 |
105-127 |
106-033 |
109-286 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-288 |
|
2.618 |
114-108 |
|
1.618 |
113-318 |
|
1.000 |
113-250 |
|
0.618 |
113-208 |
|
HIGH |
113-140 |
|
0.618 |
113-098 |
|
0.500 |
113-085 |
|
0.382 |
113-072 |
|
LOW |
113-030 |
|
0.618 |
112-282 |
|
1.000 |
112-240 |
|
1.618 |
112-172 |
|
2.618 |
112-062 |
|
4.250 |
111-202 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-085 |
112-310 |
| PP |
113-077 |
112-240 |
| S1 |
113-068 |
112-170 |
|