CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 09-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
122-185 |
122-150 |
-0-035 |
-0.1% |
121-160 |
High |
123-075 |
123-210 |
0-135 |
0.3% |
124-155 |
Low |
122-185 |
122-150 |
-0-035 |
-0.1% |
121-160 |
Close |
122-245 |
123-110 |
0-185 |
0.5% |
123-015 |
Range |
0-210 |
1-060 |
0-170 |
81.0% |
2-315 |
ATR |
0-304 |
0-309 |
0-005 |
1.8% |
0-000 |
Volume |
571,725 |
359,403 |
-212,322 |
-37.1% |
2,319,648 |
|
Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-230 |
126-070 |
123-319 |
|
R3 |
125-170 |
125-010 |
123-214 |
|
R2 |
124-110 |
124-110 |
123-180 |
|
R1 |
123-270 |
123-270 |
123-145 |
124-030 |
PP |
123-050 |
123-050 |
123-050 |
123-090 |
S1 |
122-210 |
122-210 |
123-075 |
122-290 |
S2 |
121-310 |
121-310 |
123-040 |
|
S3 |
120-250 |
121-150 |
123-006 |
|
S4 |
119-190 |
120-090 |
122-221 |
|
|
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 |
128-225 |
2.618 |
126-245 |
1.618 |
125-185 |
1.000 |
124-270 |
0.618 |
124-125 |
HIGH |
123-210 |
0.618 |
123-065 |
0.500 |
123-020 |
0.382 |
122-295 |
LOW |
122-150 |
0.618 |
121-235 |
1.000 |
121-090 |
1.618 |
120-175 |
2.618 |
119-115 |
4.250 |
117-135 |
|
|
Fisher Pivots for day following 09-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
123-080 |
123-152 |
PP |
123-050 |
123-138 |
S1 |
123-020 |
123-124 |
|