CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 07-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
113-040 |
113-140 |
0-100 |
0.3% |
111-200 |
High |
113-040 |
113-140 |
0-100 |
0.3% |
113-140 |
Low |
113-040 |
112-230 |
-0-130 |
-0.4% |
111-200 |
Close |
113-040 |
112-260 |
-0-100 |
-0.3% |
112-260 |
Range |
0-000 |
0-230 |
0-230 |
|
1-260 |
ATR |
0-194 |
0-197 |
0-003 |
1.3% |
0-000 |
Volume |
4,018 |
1,645 |
-2,373 |
-59.1% |
9,625 |
|
Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-047 |
114-223 |
113-066 |
|
R3 |
114-137 |
113-313 |
113-003 |
|
R2 |
113-227 |
113-227 |
112-302 |
|
R1 |
113-083 |
113-083 |
112-281 |
113-040 |
PP |
112-317 |
112-317 |
112-317 |
112-295 |
S1 |
112-173 |
112-173 |
112-239 |
112-130 |
S2 |
112-087 |
112-087 |
112-218 |
|
S3 |
111-177 |
111-263 |
112-197 |
|
S4 |
110-267 |
111-033 |
112-134 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-020 |
117-080 |
113-259 |
|
R3 |
116-080 |
115-140 |
113-100 |
|
R2 |
114-140 |
114-140 |
113-046 |
|
R1 |
113-200 |
113-200 |
112-313 |
114-010 |
PP |
112-200 |
112-200 |
112-200 |
112-265 |
S1 |
111-260 |
111-260 |
112-207 |
112-070 |
S2 |
110-260 |
110-260 |
112-154 |
|
S3 |
109-000 |
110-000 |
112-100 |
|
S4 |
107-060 |
108-060 |
111-261 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-158 |
2.618 |
115-102 |
1.618 |
114-192 |
1.000 |
114-050 |
0.618 |
113-282 |
HIGH |
113-140 |
0.618 |
113-052 |
0.500 |
113-025 |
0.382 |
112-318 |
LOW |
112-230 |
0.618 |
112-088 |
1.000 |
112-000 |
1.618 |
111-178 |
2.618 |
110-268 |
4.250 |
109-212 |
|
|
Fisher Pivots for day following 07-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
113-025 |
113-025 |
PP |
112-317 |
112-317 |
S1 |
112-288 |
112-288 |
|