CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 14-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
114-120 |
114-190 |
0-070 |
0.2% |
112-220 |
High |
114-130 |
114-240 |
0-110 |
0.3% |
114-240 |
Low |
114-010 |
114-190 |
0-180 |
0.5% |
112-220 |
Close |
114-060 |
114-240 |
0-180 |
0.5% |
114-240 |
Range |
0-120 |
0-050 |
-0-070 |
-58.3% |
2-020 |
ATR |
0-191 |
0-190 |
-0-001 |
-0.4% |
0-000 |
Volume |
10,044 |
22,130 |
12,086 |
120.3% |
52,258 |
|
Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-053 |
115-037 |
114-268 |
|
R3 |
115-003 |
114-307 |
114-254 |
|
R2 |
114-273 |
114-273 |
114-249 |
|
R1 |
114-257 |
114-257 |
114-245 |
114-265 |
PP |
114-223 |
114-223 |
114-223 |
114-228 |
S1 |
114-207 |
114-207 |
114-235 |
114-215 |
S2 |
114-173 |
114-173 |
114-231 |
|
S3 |
114-123 |
114-157 |
114-226 |
|
S4 |
114-073 |
114-107 |
114-212 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-080 |
119-180 |
115-283 |
|
R3 |
118-060 |
117-160 |
115-102 |
|
R2 |
116-040 |
116-040 |
115-041 |
|
R1 |
115-140 |
115-140 |
114-300 |
115-250 |
PP |
114-020 |
114-020 |
114-020 |
114-075 |
S1 |
113-120 |
113-120 |
114-180 |
113-230 |
S2 |
112-000 |
112-000 |
114-119 |
|
S3 |
109-300 |
111-100 |
114-058 |
|
S4 |
107-280 |
109-080 |
113-197 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-132 |
2.618 |
115-051 |
1.618 |
115-001 |
1.000 |
114-290 |
0.618 |
114-271 |
HIGH |
114-240 |
0.618 |
114-221 |
0.500 |
114-215 |
0.382 |
114-209 |
LOW |
114-190 |
0.618 |
114-159 |
1.000 |
114-140 |
1.618 |
114-109 |
2.618 |
114-059 |
4.250 |
113-298 |
|
|
Fisher Pivots for day following 14-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
114-232 |
114-202 |
PP |
114-223 |
114-163 |
S1 |
114-215 |
114-125 |
|