CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 10-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
122-150 |
122-170 |
0-020 |
0.1% |
121-160 |
High |
123-210 |
123-170 |
-0-040 |
-0.1% |
124-155 |
Low |
122-150 |
122-095 |
-0-055 |
-0.1% |
121-160 |
Close |
123-110 |
122-255 |
-0-175 |
-0.4% |
123-015 |
Range |
1-060 |
1-075 |
0-015 |
3.9% |
2-315 |
ATR |
0-309 |
0-316 |
0-006 |
2.0% |
0-000 |
Volume |
359,403 |
364,428 |
5,025 |
1.4% |
2,319,648 |
|
Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-185 |
125-295 |
123-152 |
|
R3 |
125-110 |
124-220 |
123-044 |
|
R2 |
124-035 |
124-035 |
123-007 |
|
R1 |
123-145 |
123-145 |
122-291 |
123-250 |
PP |
122-280 |
122-280 |
122-280 |
123-012 |
S1 |
122-070 |
122-070 |
122-219 |
122-175 |
S2 |
121-205 |
121-205 |
122-183 |
|
S3 |
120-130 |
120-315 |
122-146 |
|
S4 |
119-055 |
119-240 |
122-038 |
|
|
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 |
128-249 |
2.618 |
126-244 |
1.618 |
125-169 |
1.000 |
124-245 |
0.618 |
124-094 |
HIGH |
123-170 |
0.618 |
123-019 |
0.500 |
122-292 |
0.382 |
122-246 |
LOW |
122-095 |
0.618 |
121-171 |
1.000 |
121-020 |
1.618 |
120-096 |
2.618 |
119-021 |
4.250 |
117-016 |
|
|
Fisher Pivots for day following 10-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
122-292 |
122-312 |
PP |
122-280 |
122-293 |
S1 |
122-268 |
122-274 |
|