CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 22-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
127-230 |
127-070 |
-0-160 |
-0.4% |
124-260 |
High |
127-240 |
127-070 |
-0-170 |
-0.4% |
128-210 |
Low |
126-315 |
126-295 |
-0-020 |
0.0% |
124-200 |
Close |
126-315 |
126-295 |
-0-020 |
0.0% |
126-315 |
Range |
0-245 |
0-095 |
-0-150 |
-61.2% |
4-010 |
ATR |
1-045 |
1-025 |
-0-019 |
-5.3% |
0-000 |
Volume |
321,307 |
253,925 |
-67,382 |
-21.0% |
1,953,386 |
|
Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-292 |
127-228 |
127-027 |
|
R3 |
127-197 |
127-133 |
127-001 |
|
R2 |
127-102 |
127-102 |
126-312 |
|
R1 |
127-038 |
127-038 |
126-304 |
127-022 |
PP |
127-007 |
127-007 |
127-007 |
126-319 |
S1 |
126-263 |
126-263 |
126-286 |
126-248 |
S2 |
126-232 |
126-232 |
126-278 |
|
S3 |
126-137 |
126-168 |
126-269 |
|
S4 |
126-042 |
126-073 |
126-243 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-272 |
136-303 |
129-064 |
|
R3 |
134-262 |
132-293 |
128-030 |
|
R2 |
130-252 |
130-252 |
127-232 |
|
R1 |
128-283 |
128-283 |
127-113 |
129-268 |
PP |
126-242 |
126-242 |
126-242 |
127-074 |
S1 |
124-273 |
124-273 |
126-197 |
125-258 |
S2 |
122-232 |
122-232 |
126-078 |
|
S3 |
118-222 |
120-263 |
125-280 |
|
S4 |
114-212 |
116-253 |
124-246 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-154 |
2.618 |
127-319 |
1.618 |
127-224 |
1.000 |
127-165 |
0.618 |
127-129 |
HIGH |
127-070 |
0.618 |
127-034 |
0.500 |
127-022 |
0.382 |
127-011 |
LOW |
126-295 |
0.618 |
126-236 |
1.000 |
126-200 |
1.618 |
126-141 |
2.618 |
126-046 |
4.250 |
125-211 |
|
|
Fisher Pivots for day following 22-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
127-022 |
127-252 |
PP |
127-007 |
127-160 |
S1 |
126-311 |
127-068 |
|