CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 13-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
114-140 |
114-120 |
-0-020 |
-0.1% |
111-200 |
High |
114-140 |
114-130 |
-0-010 |
0.0% |
113-140 |
Low |
114-140 |
114-010 |
-0-130 |
-0.4% |
111-200 |
Close |
114-140 |
114-060 |
-0-080 |
-0.2% |
112-260 |
Range |
0-000 |
0-120 |
0-120 |
|
1-260 |
ATR |
0-196 |
0-191 |
-0-005 |
-2.4% |
0-000 |
Volume |
736 |
10,044 |
9,308 |
1,264.7% |
9,625 |
|
Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-107 |
115-043 |
114-126 |
|
R3 |
114-307 |
114-243 |
114-093 |
|
R2 |
114-187 |
114-187 |
114-082 |
|
R1 |
114-123 |
114-123 |
114-071 |
114-095 |
PP |
114-067 |
114-067 |
114-067 |
114-052 |
S1 |
114-003 |
114-003 |
114-049 |
113-295 |
S2 |
113-267 |
113-267 |
114-038 |
|
S3 |
113-147 |
113-203 |
114-027 |
|
S4 |
113-027 |
113-083 |
113-314 |
|
|
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 |
116-000 |
2.618 |
115-124 |
1.618 |
115-004 |
1.000 |
114-250 |
0.618 |
114-204 |
HIGH |
114-130 |
0.618 |
114-084 |
0.500 |
114-070 |
0.382 |
114-056 |
LOW |
114-010 |
0.618 |
113-256 |
1.000 |
113-210 |
1.618 |
113-136 |
2.618 |
113-016 |
4.250 |
112-140 |
|
|
Fisher Pivots for day following 13-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
114-070 |
114-048 |
PP |
114-067 |
114-037 |
S1 |
114-063 |
114-025 |
|