CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 16-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
124-260 |
125-010 |
0-070 |
0.2% |
122-185 |
High |
125-060 |
126-250 |
1-190 |
1.3% |
124-175 |
Low |
124-200 |
124-255 |
0-055 |
0.1% |
122-095 |
Close |
124-230 |
126-200 |
1-290 |
1.5% |
124-110 |
Range |
0-180 |
1-315 |
1-135 |
252.8% |
2-080 |
ATR |
1-011 |
1-034 |
0-024 |
7.1% |
0-000 |
Volume |
555,781 |
277,295 |
-278,486 |
-50.1% |
2,269,091 |
|
Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-007 |
131-098 |
127-229 |
|
R3 |
130-012 |
129-103 |
127-055 |
|
R2 |
128-017 |
128-017 |
126-316 |
|
R1 |
127-108 |
127-108 |
126-258 |
127-222 |
PP |
126-022 |
126-022 |
126-022 |
126-079 |
S1 |
125-113 |
125-113 |
126-142 |
125-228 |
S2 |
124-027 |
124-027 |
126-084 |
|
S3 |
122-032 |
123-118 |
126-025 |
|
S4 |
120-037 |
121-123 |
125-171 |
|
|
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 |
135-069 |
2.618 |
131-312 |
1.618 |
129-317 |
1.000 |
128-245 |
0.618 |
128-002 |
HIGH |
126-250 |
0.618 |
126-007 |
0.500 |
125-252 |
0.382 |
125-178 |
LOW |
124-255 |
0.618 |
123-183 |
1.000 |
122-260 |
1.618 |
121-188 |
2.618 |
119-193 |
4.250 |
116-116 |
|
|
Fisher Pivots for day following 16-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
126-111 |
126-008 |
PP |
126-022 |
125-137 |
S1 |
125-252 |
124-265 |
|