CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 17-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
125-010 |
127-120 |
2-110 |
1.9% |
122-185 |
High |
126-250 |
128-120 |
1-190 |
1.3% |
124-175 |
Low |
124-255 |
127-120 |
2-185 |
2.1% |
122-095 |
Close |
126-200 |
127-175 |
0-295 |
0.7% |
124-110 |
Range |
1-315 |
1-000 |
-0-315 |
-49.6% |
2-080 |
ATR |
1-034 |
1-049 |
0-015 |
4.2% |
0-000 |
Volume |
277,295 |
371,263 |
93,968 |
33.9% |
2,269,091 |
|
Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-245 |
130-050 |
128-031 |
|
R3 |
129-245 |
129-050 |
127-263 |
|
R2 |
128-245 |
128-245 |
127-234 |
|
R1 |
128-050 |
128-050 |
127-204 |
128-148 |
PP |
127-245 |
127-245 |
127-245 |
127-294 |
S1 |
127-050 |
127-050 |
127-146 |
127-148 |
S2 |
126-245 |
126-245 |
127-116 |
|
S3 |
125-245 |
126-050 |
127-087 |
|
S4 |
124-245 |
125-050 |
126-319 |
|
|
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 |
132-200 |
2.618 |
130-318 |
1.618 |
129-318 |
1.000 |
129-120 |
0.618 |
128-318 |
HIGH |
128-120 |
0.618 |
127-318 |
0.500 |
127-280 |
0.382 |
127-242 |
LOW |
127-120 |
0.618 |
126-242 |
1.000 |
126-120 |
1.618 |
125-242 |
2.618 |
124-242 |
4.250 |
123-040 |
|
|
Fisher Pivots for day following 17-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
127-280 |
127-063 |
PP |
127-245 |
126-272 |
S1 |
127-210 |
126-160 |
|