CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 06-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
113-140 |
113-040 |
-0-100 |
-0.3% |
113-060 |
High |
113-140 |
113-040 |
-0-100 |
-0.3% |
113-060 |
Low |
113-030 |
113-040 |
0-010 |
0.0% |
111-020 |
Close |
113-060 |
113-040 |
-0-020 |
-0.1% |
111-020 |
Range |
0-110 |
0-000 |
-0-110 |
-100.0% |
2-040 |
ATR |
0-207 |
0-194 |
-0-013 |
-6.5% |
0-000 |
Volume |
2,917 |
4,018 |
1,101 |
37.7% |
707 |
|
Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-040 |
113-040 |
113-040 |
|
R3 |
113-040 |
113-040 |
113-040 |
|
R2 |
113-040 |
113-040 |
113-040 |
|
R1 |
113-040 |
113-040 |
113-040 |
113-040 |
PP |
113-040 |
113-040 |
113-040 |
113-040 |
S1 |
113-040 |
113-040 |
113-040 |
113-040 |
S2 |
113-040 |
113-040 |
113-040 |
|
S3 |
113-040 |
113-040 |
113-040 |
|
S4 |
113-040 |
113-040 |
113-040 |
|
|
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 |
113-040 |
2.618 |
113-040 |
1.618 |
113-040 |
1.000 |
113-040 |
0.618 |
113-040 |
HIGH |
113-040 |
0.618 |
113-040 |
0.500 |
113-040 |
0.382 |
113-040 |
LOW |
113-040 |
0.618 |
113-040 |
1.000 |
113-040 |
1.618 |
113-040 |
2.618 |
113-040 |
4.250 |
113-040 |
|
|
Fisher Pivots for day following 06-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
113-040 |
113-065 |
PP |
113-040 |
113-057 |
S1 |
113-040 |
113-048 |
|