CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 12-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
113-230 |
114-140 |
0-230 |
0.6% |
111-200 |
High |
113-230 |
114-140 |
0-230 |
0.6% |
113-140 |
Low |
113-230 |
114-140 |
0-230 |
0.6% |
111-200 |
Close |
113-230 |
114-140 |
0-230 |
0.6% |
112-260 |
Range |
|
|
|
|
|
ATR |
0-193 |
0-196 |
0-003 |
1.4% |
0-000 |
Volume |
4,455 |
736 |
-3,719 |
-83.5% |
9,625 |
|
Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-140 |
114-140 |
114-140 |
|
R3 |
114-140 |
114-140 |
114-140 |
|
R2 |
114-140 |
114-140 |
114-140 |
|
R1 |
114-140 |
114-140 |
114-140 |
114-140 |
PP |
114-140 |
114-140 |
114-140 |
114-140 |
S1 |
114-140 |
114-140 |
114-140 |
114-140 |
S2 |
114-140 |
114-140 |
114-140 |
|
S3 |
114-140 |
114-140 |
114-140 |
|
S4 |
114-140 |
114-140 |
114-140 |
|
|
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 |
114-140 |
2.618 |
114-140 |
1.618 |
114-140 |
1.000 |
114-140 |
0.618 |
114-140 |
HIGH |
114-140 |
0.618 |
114-140 |
0.500 |
114-140 |
0.382 |
114-140 |
LOW |
114-140 |
0.618 |
114-140 |
1.000 |
114-140 |
1.618 |
114-140 |
2.618 |
114-140 |
4.250 |
114-140 |
|
|
Fisher Pivots for day following 12-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
114-140 |
114-047 |
PP |
114-140 |
113-273 |
S1 |
114-140 |
113-180 |
|