CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 02-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
121-160 |
122-110 |
0-270 |
0.7% |
117-210 |
High |
123-000 |
123-020 |
0-020 |
0.1% |
121-040 |
Low |
121-160 |
122-030 |
0-190 |
0.5% |
117-080 |
Close |
122-170 |
122-250 |
0-080 |
0.2% |
120-310 |
Range |
1-160 |
0-310 |
-0-170 |
-35.4% |
3-280 |
ATR |
0-296 |
0-297 |
0-001 |
0.3% |
0-000 |
Volume |
173,209 |
627,378 |
454,169 |
262.2% |
1,298,392 |
|
Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-177 |
125-043 |
123-100 |
|
R3 |
124-187 |
124-053 |
123-015 |
|
R2 |
123-197 |
123-197 |
122-307 |
|
R1 |
123-063 |
123-063 |
122-278 |
123-130 |
PP |
122-207 |
122-207 |
122-207 |
122-240 |
S1 |
122-073 |
122-073 |
122-222 |
122-140 |
S2 |
121-217 |
121-217 |
122-193 |
|
S3 |
120-227 |
121-083 |
122-165 |
|
S4 |
119-237 |
120-093 |
122-080 |
|
|
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 |
127-058 |
2.618 |
125-192 |
1.618 |
124-202 |
1.000 |
124-010 |
0.618 |
123-212 |
HIGH |
123-020 |
0.618 |
122-222 |
0.500 |
122-185 |
0.382 |
122-148 |
LOW |
122-030 |
0.618 |
121-158 |
1.000 |
121-040 |
1.618 |
120-168 |
2.618 |
119-178 |
4.250 |
117-312 |
|
|
Fisher Pivots for day following 02-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
122-228 |
122-153 |
PP |
122-207 |
122-057 |
S1 |
122-185 |
121-280 |
|