CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 08-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
124-050 |
122-185 |
-1-185 |
-1.3% |
121-160 |
High |
124-155 |
123-075 |
-1-080 |
-1.0% |
124-155 |
Low |
122-310 |
122-185 |
-0-125 |
-0.3% |
121-160 |
Close |
123-015 |
122-245 |
-0-090 |
-0.2% |
123-015 |
Range |
1-165 |
0-210 |
-0-275 |
-56.7% |
2-315 |
ATR |
0-311 |
0-304 |
-0-007 |
-2.3% |
0-000 |
Volume |
486,437 |
571,725 |
85,288 |
17.5% |
2,319,648 |
|
Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-265 |
124-145 |
123-040 |
|
R3 |
124-055 |
123-255 |
122-303 |
|
R2 |
123-165 |
123-165 |
122-284 |
|
R1 |
123-045 |
123-045 |
122-264 |
123-105 |
PP |
122-275 |
122-275 |
122-275 |
122-305 |
S1 |
122-155 |
122-155 |
122-226 |
122-215 |
S2 |
122-065 |
122-065 |
122-206 |
|
S3 |
121-175 |
121-265 |
122-187 |
|
S4 |
120-285 |
121-055 |
122-130 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-308 |
130-157 |
124-220 |
|
R3 |
128-313 |
127-162 |
123-278 |
|
R2 |
125-318 |
125-318 |
123-190 |
|
R1 |
124-167 |
124-167 |
123-103 |
125-082 |
PP |
123-003 |
123-003 |
123-003 |
123-121 |
S1 |
121-172 |
121-172 |
122-247 |
122-088 |
S2 |
120-008 |
120-008 |
122-160 |
|
S3 |
117-013 |
118-177 |
122-072 |
|
S4 |
114-018 |
115-182 |
121-130 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-008 |
2.618 |
124-305 |
1.618 |
124-095 |
1.000 |
123-285 |
0.618 |
123-205 |
HIGH |
123-075 |
0.618 |
122-315 |
0.500 |
122-290 |
0.382 |
122-265 |
LOW |
122-185 |
0.618 |
122-055 |
1.000 |
121-295 |
1.618 |
121-165 |
2.618 |
120-275 |
4.250 |
119-252 |
|
|
Fisher Pivots for day following 08-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
122-290 |
123-170 |
PP |
122-275 |
123-088 |
S1 |
122-260 |
123-007 |
|