CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 10-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
113-140 |
112-220 |
-0-240 |
-0.7% |
111-200 |
High |
113-140 |
113-080 |
-0-060 |
-0.2% |
113-140 |
Low |
112-230 |
112-220 |
-0-010 |
0.0% |
111-200 |
Close |
112-260 |
113-070 |
0-130 |
0.4% |
112-260 |
Range |
0-230 |
0-180 |
-0-050 |
-21.7% |
1-260 |
ATR |
0-197 |
0-195 |
-0-001 |
-0.6% |
0-000 |
Volume |
1,645 |
14,893 |
13,248 |
805.3% |
9,625 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-237 |
114-173 |
113-169 |
|
R3 |
114-057 |
113-313 |
113-120 |
|
R2 |
113-197 |
113-197 |
113-103 |
|
R1 |
113-133 |
113-133 |
113-086 |
113-165 |
PP |
113-017 |
113-017 |
113-017 |
113-032 |
S1 |
112-273 |
112-273 |
113-054 |
112-305 |
S2 |
112-157 |
112-157 |
113-037 |
|
S3 |
111-297 |
112-093 |
113-020 |
|
S4 |
111-117 |
111-233 |
112-291 |
|
|
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 |
115-205 |
2.618 |
114-231 |
1.618 |
114-051 |
1.000 |
113-260 |
0.618 |
113-191 |
HIGH |
113-080 |
0.618 |
113-011 |
0.500 |
112-310 |
0.382 |
112-289 |
LOW |
112-220 |
0.618 |
112-109 |
1.000 |
112-040 |
1.618 |
111-249 |
2.618 |
111-069 |
4.250 |
110-095 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
113-043 |
113-053 |
PP |
113-017 |
113-037 |
S1 |
112-310 |
113-020 |
|