CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 04-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
122-170 |
123-195 |
1-025 |
0.9% |
117-210 |
High |
123-160 |
124-115 |
0-275 |
0.7% |
121-040 |
Low |
122-160 |
123-145 |
0-305 |
0.8% |
117-080 |
Close |
123-150 |
124-115 |
0-285 |
0.7% |
120-310 |
Range |
1-000 |
0-290 |
-0-030 |
-9.4% |
3-280 |
ATR |
0-299 |
0-298 |
-0-001 |
-0.2% |
0-000 |
Volume |
520,599 |
512,025 |
-8,574 |
-1.6% |
1,298,392 |
|
Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-248 |
126-152 |
124-274 |
|
R3 |
125-278 |
125-182 |
124-195 |
|
R2 |
124-308 |
124-308 |
124-168 |
|
R1 |
124-212 |
124-212 |
124-142 |
124-260 |
PP |
124-018 |
124-018 |
124-018 |
124-042 |
S1 |
123-242 |
123-242 |
124-088 |
123-290 |
S2 |
123-048 |
123-048 |
124-062 |
|
S3 |
122-078 |
122-272 |
124-035 |
|
S4 |
121-108 |
121-302 |
123-276 |
|
|
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 |
128-068 |
2.618 |
126-234 |
1.618 |
125-264 |
1.000 |
125-085 |
0.618 |
124-294 |
HIGH |
124-115 |
0.618 |
124-004 |
0.500 |
123-290 |
0.382 |
123-256 |
LOW |
123-145 |
0.618 |
122-286 |
1.000 |
122-175 |
1.618 |
121-316 |
2.618 |
121-026 |
4.250 |
119-192 |
|
|
Fisher Pivots for day following 04-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
124-067 |
123-314 |
PP |
124-018 |
123-193 |
S1 |
123-290 |
123-072 |
|