CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 23-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
127-070 |
126-250 |
-0-140 |
-0.3% |
124-260 |
High |
127-070 |
127-075 |
0-005 |
0.0% |
128-210 |
Low |
126-295 |
126-250 |
-0-045 |
-0.1% |
124-200 |
Close |
126-295 |
127-045 |
0-070 |
0.2% |
126-315 |
Range |
0-095 |
0-145 |
0-050 |
52.6% |
4-010 |
ATR |
1-025 |
1-011 |
-0-014 |
-4.1% |
0-000 |
Volume |
253,925 |
154,697 |
-99,228 |
-39.1% |
1,953,386 |
|
Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-132 |
128-073 |
127-125 |
|
R3 |
127-307 |
127-248 |
127-085 |
|
R2 |
127-162 |
127-162 |
127-072 |
|
R1 |
127-103 |
127-103 |
127-058 |
127-132 |
PP |
127-017 |
127-017 |
127-017 |
127-031 |
S1 |
126-278 |
126-278 |
127-032 |
126-308 |
S2 |
126-192 |
126-192 |
127-018 |
|
S3 |
126-047 |
126-133 |
127-005 |
|
S4 |
125-222 |
125-308 |
126-285 |
|
|
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 |
129-051 |
2.618 |
128-135 |
1.618 |
127-310 |
1.000 |
127-220 |
0.618 |
127-165 |
HIGH |
127-075 |
0.618 |
127-020 |
0.500 |
127-002 |
0.382 |
126-305 |
LOW |
126-250 |
0.618 |
126-160 |
1.000 |
126-105 |
1.618 |
126-015 |
2.618 |
125-190 |
4.250 |
124-274 |
|
|
Fisher Pivots for day following 23-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
127-031 |
127-085 |
PP |
127-017 |
127-072 |
S1 |
127-002 |
127-058 |
|