CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 28-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
119-250 |
120-220 |
0-290 |
0.8% |
117-210 |
High |
120-140 |
121-040 |
0-220 |
0.6% |
121-040 |
Low |
119-160 |
120-220 |
1-060 |
1.0% |
117-080 |
Close |
120-120 |
120-310 |
0-190 |
0.5% |
120-310 |
Range |
0-300 |
0-140 |
-0-160 |
-53.3% |
3-280 |
ATR |
0-271 |
0-269 |
-0-002 |
-0.8% |
0-000 |
Volume |
529,187 |
365,768 |
-163,419 |
-30.9% |
1,298,392 |
|
Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-077 |
122-013 |
121-067 |
|
R3 |
121-257 |
121-193 |
121-028 |
|
R2 |
121-117 |
121-117 |
121-016 |
|
R1 |
121-053 |
121-053 |
121-003 |
121-085 |
PP |
120-297 |
120-297 |
120-297 |
120-312 |
S1 |
120-233 |
120-233 |
120-297 |
120-265 |
S2 |
120-157 |
120-157 |
120-284 |
|
S3 |
120-017 |
120-093 |
120-272 |
|
S4 |
119-197 |
119-273 |
120-233 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-130 |
130-020 |
123-032 |
|
R3 |
127-170 |
126-060 |
122-011 |
|
R2 |
123-210 |
123-210 |
121-217 |
|
R1 |
122-100 |
122-100 |
121-104 |
122-315 |
PP |
119-250 |
119-250 |
119-250 |
120-038 |
S1 |
118-140 |
118-140 |
120-196 |
119-035 |
S2 |
115-290 |
115-290 |
120-083 |
|
S3 |
112-010 |
114-180 |
119-289 |
|
S4 |
108-050 |
110-220 |
118-268 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-315 |
2.618 |
122-087 |
1.618 |
121-267 |
1.000 |
121-180 |
0.618 |
121-127 |
HIGH |
121-040 |
0.618 |
120-307 |
0.500 |
120-290 |
0.382 |
120-273 |
LOW |
120-220 |
0.618 |
120-133 |
1.000 |
120-080 |
1.618 |
119-313 |
2.618 |
119-173 |
4.250 |
118-265 |
|
|
Fisher Pivots for day following 28-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
120-303 |
120-192 |
PP |
120-297 |
120-073 |
S1 |
120-290 |
119-275 |
|