CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 25-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
117-210 |
118-190 |
0-300 |
0.8% |
115-070 |
High |
117-210 |
119-220 |
2-010 |
1.7% |
118-050 |
Low |
117-080 |
118-190 |
1-110 |
1.1% |
115-070 |
Close |
117-030 |
119-080 |
2-050 |
1.8% |
118-070 |
Range |
0-130 |
1-030 |
0-220 |
169.2% |
2-300 |
ATR |
0-219 |
0-262 |
0-044 |
20.0% |
0-000 |
Volume |
130,933 |
272,504 |
141,571 |
108.1% |
354,911 |
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-147 |
121-303 |
119-272 |
|
R3 |
121-117 |
120-273 |
119-176 |
|
R2 |
120-087 |
120-087 |
119-144 |
|
R1 |
119-243 |
119-243 |
119-112 |
120-005 |
PP |
119-057 |
119-057 |
119-057 |
119-098 |
S1 |
118-213 |
118-213 |
119-048 |
118-295 |
S2 |
118-027 |
118-027 |
119-016 |
|
S3 |
116-317 |
117-183 |
118-304 |
|
S4 |
115-287 |
116-153 |
118-208 |
|
|
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 |
124-108 |
2.618 |
122-176 |
1.618 |
121-146 |
1.000 |
120-250 |
0.618 |
120-116 |
HIGH |
119-220 |
0.618 |
119-086 |
0.500 |
119-045 |
0.382 |
119-004 |
LOW |
118-190 |
0.618 |
117-294 |
1.000 |
117-160 |
1.618 |
116-264 |
2.618 |
115-234 |
4.250 |
113-302 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
119-068 |
118-317 |
PP |
119-057 |
118-233 |
S1 |
119-045 |
118-150 |
|