CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 24-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
117-310 |
117-210 |
-0-100 |
-0.3% |
115-070 |
High |
117-310 |
117-210 |
-0-100 |
-0.3% |
118-050 |
Low |
117-240 |
117-080 |
-0-160 |
-0.4% |
115-070 |
Close |
118-070 |
117-030 |
-1-040 |
-1.0% |
118-070 |
Range |
0-070 |
0-130 |
0-060 |
85.7% |
2-300 |
ATR |
0-212 |
0-219 |
0-007 |
3.3% |
0-000 |
Volume |
174,499 |
130,933 |
-43,566 |
-25.0% |
354,911 |
|
Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-177 |
118-073 |
117-102 |
|
R3 |
118-047 |
117-263 |
117-066 |
|
R2 |
117-237 |
117-237 |
117-054 |
|
R1 |
117-133 |
117-133 |
117-042 |
117-120 |
PP |
117-107 |
117-107 |
117-107 |
117-100 |
S1 |
117-003 |
117-003 |
117-018 |
116-310 |
S2 |
116-297 |
116-297 |
117-006 |
|
S3 |
116-167 |
116-193 |
116-314 |
|
S4 |
116-037 |
116-063 |
116-278 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-003 |
125-017 |
119-267 |
|
R3 |
123-023 |
122-037 |
119-008 |
|
R2 |
120-043 |
120-043 |
118-242 |
|
R1 |
119-057 |
119-057 |
118-156 |
119-210 |
PP |
117-063 |
117-063 |
117-063 |
117-140 |
S1 |
116-077 |
116-077 |
117-304 |
116-230 |
S2 |
114-083 |
114-083 |
117-218 |
|
S3 |
111-103 |
113-097 |
117-132 |
|
S4 |
108-123 |
110-117 |
116-193 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-122 |
2.618 |
118-230 |
1.618 |
118-100 |
1.000 |
118-020 |
0.618 |
117-290 |
HIGH |
117-210 |
0.618 |
117-160 |
0.500 |
117-145 |
0.382 |
117-130 |
LOW |
117-080 |
0.618 |
117-000 |
1.000 |
116-270 |
1.618 |
116-190 |
2.618 |
116-060 |
4.250 |
115-168 |
|
|
Fisher Pivots for day following 24-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
117-145 |
117-225 |
PP |
117-107 |
117-160 |
S1 |
117-068 |
117-095 |
|