CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 01-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
120-220 |
121-160 |
0-260 |
0.7% |
117-210 |
High |
121-040 |
123-000 |
1-280 |
1.5% |
121-040 |
Low |
120-220 |
121-160 |
0-260 |
0.7% |
117-080 |
Close |
120-310 |
122-170 |
1-180 |
1.3% |
120-310 |
Range |
0-140 |
1-160 |
1-020 |
242.9% |
3-280 |
ATR |
0-269 |
0-296 |
0-027 |
10.1% |
0-000 |
Volume |
365,768 |
173,209 |
-192,559 |
-52.6% |
1,298,392 |
|
Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-270 |
126-060 |
123-114 |
|
R3 |
125-110 |
124-220 |
122-302 |
|
R2 |
123-270 |
123-270 |
122-258 |
|
R1 |
123-060 |
123-060 |
122-214 |
123-165 |
PP |
122-110 |
122-110 |
122-110 |
122-162 |
S1 |
121-220 |
121-220 |
122-126 |
122-005 |
S2 |
120-270 |
120-270 |
122-082 |
|
S3 |
119-110 |
120-060 |
122-038 |
|
S4 |
117-270 |
118-220 |
121-226 |
|
|
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 |
129-120 |
2.618 |
126-297 |
1.618 |
125-137 |
1.000 |
124-160 |
0.618 |
123-297 |
HIGH |
123-000 |
0.618 |
122-137 |
0.500 |
122-080 |
0.382 |
122-023 |
LOW |
121-160 |
0.618 |
120-183 |
1.000 |
120-000 |
1.618 |
119-023 |
2.618 |
117-183 |
4.250 |
115-040 |
|
|
Fisher Pivots for day following 01-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
122-140 |
122-033 |
PP |
122-110 |
121-217 |
S1 |
122-080 |
121-080 |
|