CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 18-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
127-120 |
128-130 |
1-010 |
0.8% |
122-185 |
High |
128-120 |
128-210 |
0-090 |
0.2% |
124-175 |
Low |
127-120 |
127-310 |
0-190 |
0.5% |
122-095 |
Close |
127-175 |
128-000 |
0-145 |
0.4% |
124-110 |
Range |
1-000 |
0-220 |
-0-100 |
-31.3% |
2-080 |
ATR |
1-049 |
1-048 |
-0-001 |
-0.3% |
0-000 |
Volume |
371,263 |
427,740 |
56,477 |
15.2% |
2,269,091 |
|
Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-087 |
129-263 |
128-121 |
|
R3 |
129-187 |
129-043 |
128-060 |
|
R2 |
128-287 |
128-287 |
128-040 |
|
R1 |
128-143 |
128-143 |
128-020 |
128-105 |
PP |
128-067 |
128-067 |
128-067 |
128-048 |
S1 |
127-243 |
127-243 |
127-300 |
127-205 |
S2 |
127-167 |
127-167 |
127-280 |
|
S3 |
126-267 |
127-023 |
127-260 |
|
S4 |
126-047 |
126-123 |
127-199 |
|
|
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 |
131-185 |
2.618 |
130-146 |
1.618 |
129-246 |
1.000 |
129-110 |
0.618 |
129-026 |
HIGH |
128-210 |
0.618 |
128-126 |
0.500 |
128-100 |
0.382 |
128-074 |
LOW |
127-310 |
0.618 |
127-174 |
1.000 |
127-090 |
1.618 |
126-274 |
2.618 |
126-054 |
4.250 |
125-015 |
|
|
Fisher Pivots for day following 18-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
128-100 |
127-184 |
PP |
128-067 |
127-048 |
S1 |
128-033 |
126-232 |
|