CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 12-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
123-225 |
124-175 |
0-270 |
0.7% |
122-185 |
High |
123-310 |
124-175 |
0-185 |
0.5% |
124-175 |
Low |
123-035 |
122-280 |
-0-075 |
-0.2% |
122-095 |
Close |
123-310 |
124-110 |
0-120 |
0.3% |
124-110 |
Range |
0-275 |
1-215 |
0-260 |
94.5% |
2-080 |
ATR |
1-000 |
1-015 |
0-015 |
4.8% |
0-000 |
Volume |
435,695 |
537,840 |
102,145 |
23.4% |
2,269,091 |
|
Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-300 |
128-100 |
125-084 |
|
R3 |
127-085 |
126-205 |
124-257 |
|
R2 |
125-190 |
125-190 |
124-208 |
|
R1 |
124-310 |
124-310 |
124-159 |
124-142 |
PP |
123-295 |
123-295 |
123-295 |
123-211 |
S1 |
123-095 |
123-095 |
124-061 |
122-248 |
S2 |
122-080 |
122-080 |
124-012 |
|
S3 |
120-185 |
121-200 |
123-283 |
|
S4 |
118-290 |
119-305 |
123-136 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-153 |
129-212 |
125-186 |
|
R3 |
128-073 |
127-132 |
124-308 |
|
R2 |
125-313 |
125-313 |
124-242 |
|
R1 |
125-052 |
125-052 |
124-176 |
125-182 |
PP |
123-233 |
123-233 |
123-233 |
123-299 |
S1 |
122-292 |
122-292 |
124-044 |
123-102 |
S2 |
121-153 |
121-153 |
123-298 |
|
S3 |
119-073 |
120-212 |
123-232 |
|
S4 |
116-313 |
118-132 |
123-034 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-209 |
2.618 |
128-296 |
1.618 |
127-081 |
1.000 |
126-070 |
0.618 |
125-186 |
HIGH |
124-175 |
0.618 |
123-291 |
0.500 |
123-228 |
0.382 |
123-164 |
LOW |
122-280 |
0.618 |
121-269 |
1.000 |
121-065 |
1.618 |
120-054 |
2.618 |
118-159 |
4.250 |
115-246 |
|
|
Fisher Pivots for day following 12-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
124-042 |
124-012 |
PP |
123-295 |
123-233 |
S1 |
123-228 |
123-135 |
|