CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-070 |
115-240 |
0-170 |
0.5% |
112-220 |
| High |
115-070 |
116-070 |
1-000 |
0.9% |
114-240 |
| Low |
115-070 |
115-240 |
0-170 |
0.5% |
112-220 |
| Close |
115-070 |
116-070 |
1-000 |
0.9% |
114-240 |
| Range |
0-000 |
0-150 |
0-150 |
|
2-020 |
| ATR |
0-187 |
0-197 |
0-009 |
5.1% |
0-000 |
| Volume |
8,654 |
30,029 |
21,375 |
247.0% |
52,258 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-150 |
117-100 |
116-152 |
|
| R3 |
117-000 |
116-270 |
116-111 |
|
| R2 |
116-170 |
116-170 |
116-098 |
|
| R1 |
116-120 |
116-120 |
116-084 |
116-145 |
| PP |
116-020 |
116-020 |
116-020 |
116-032 |
| S1 |
115-290 |
115-290 |
116-056 |
115-315 |
| S2 |
115-190 |
115-190 |
116-042 |
|
| S3 |
115-040 |
115-140 |
116-029 |
|
| S4 |
114-210 |
114-310 |
115-308 |
|
|
| 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 |
118-068 |
|
2.618 |
117-143 |
|
1.618 |
116-313 |
|
1.000 |
116-220 |
|
0.618 |
116-163 |
|
HIGH |
116-070 |
|
0.618 |
116-013 |
|
0.500 |
115-315 |
|
0.382 |
115-297 |
|
LOW |
115-240 |
|
0.618 |
115-147 |
|
1.000 |
115-090 |
|
1.618 |
114-317 |
|
2.618 |
114-167 |
|
4.250 |
113-242 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-045 |
115-303 |
| PP |
116-020 |
115-217 |
| S1 |
115-315 |
115-130 |
|