CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 03-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
122-110 |
122-170 |
0-060 |
0.2% |
117-210 |
High |
123-020 |
123-160 |
0-140 |
0.4% |
121-040 |
Low |
122-030 |
122-160 |
0-130 |
0.3% |
117-080 |
Close |
122-250 |
123-150 |
0-220 |
0.6% |
120-310 |
Range |
0-310 |
1-000 |
0-010 |
3.2% |
3-280 |
ATR |
0-297 |
0-299 |
0-002 |
0.6% |
0-000 |
Volume |
627,378 |
520,599 |
-106,779 |
-17.0% |
1,298,392 |
|
Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-050 |
125-260 |
124-006 |
|
R3 |
125-050 |
124-260 |
123-238 |
|
R2 |
124-050 |
124-050 |
123-209 |
|
R1 |
123-260 |
123-260 |
123-179 |
123-315 |
PP |
123-050 |
123-050 |
123-050 |
123-078 |
S1 |
122-260 |
122-260 |
123-121 |
122-315 |
S2 |
122-050 |
122-050 |
123-091 |
|
S3 |
121-050 |
121-260 |
123-062 |
|
S4 |
120-050 |
120-260 |
122-294 |
|
|
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 |
127-240 |
2.618 |
126-038 |
1.618 |
125-038 |
1.000 |
124-160 |
0.618 |
124-038 |
HIGH |
123-160 |
0.618 |
123-038 |
0.500 |
123-000 |
0.382 |
122-282 |
LOW |
122-160 |
0.618 |
121-282 |
1.000 |
121-160 |
1.618 |
120-282 |
2.618 |
119-282 |
4.250 |
118-080 |
|
|
Fisher Pivots for day following 03-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
123-100 |
123-047 |
PP |
123-050 |
122-263 |
S1 |
123-000 |
122-160 |
|