CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 19-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
115-240 |
116-310 |
1-070 |
1.1% |
112-220 |
High |
116-070 |
116-310 |
0-240 |
0.6% |
114-240 |
Low |
115-240 |
116-310 |
1-070 |
1.1% |
112-220 |
Close |
116-070 |
116-310 |
0-240 |
0.6% |
114-240 |
Range |
0-150 |
0-000 |
-0-150 |
-100.0% |
2-020 |
ATR |
0-197 |
0-200 |
0-003 |
1.6% |
0-000 |
Volume |
30,029 |
65,114 |
35,085 |
116.8% |
52,258 |
|
Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-310 |
116-310 |
116-310 |
|
R3 |
116-310 |
116-310 |
116-310 |
|
R2 |
116-310 |
116-310 |
116-310 |
|
R1 |
116-310 |
116-310 |
116-310 |
116-310 |
PP |
116-310 |
116-310 |
116-310 |
116-310 |
S1 |
116-310 |
116-310 |
116-310 |
116-310 |
S2 |
116-310 |
116-310 |
116-310 |
|
S3 |
116-310 |
116-310 |
116-310 |
|
S4 |
116-310 |
116-310 |
116-310 |
|
|
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 |
116-310 |
2.618 |
116-310 |
1.618 |
116-310 |
1.000 |
116-310 |
0.618 |
116-310 |
HIGH |
116-310 |
0.618 |
116-310 |
0.500 |
116-310 |
0.382 |
116-310 |
LOW |
116-310 |
0.618 |
116-310 |
1.000 |
116-310 |
1.618 |
116-310 |
2.618 |
116-310 |
4.250 |
116-310 |
|
|
Fisher Pivots for day following 19-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
116-310 |
116-217 |
PP |
116-310 |
116-123 |
S1 |
116-310 |
116-030 |
|