CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 24-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
126-250 |
127-120 |
0-190 |
0.5% |
124-260 |
High |
127-075 |
127-120 |
0-045 |
0.1% |
128-210 |
Low |
126-250 |
126-210 |
-0-040 |
-0.1% |
124-200 |
Close |
127-045 |
126-230 |
-0-135 |
-0.3% |
126-315 |
Range |
0-145 |
0-230 |
0-085 |
58.6% |
4-010 |
ATR |
1-011 |
1-004 |
-0-007 |
-2.2% |
0-000 |
Volume |
154,697 |
137,651 |
-17,046 |
-11.0% |
1,953,386 |
|
Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-023 |
128-197 |
127-036 |
|
R3 |
128-113 |
127-287 |
126-293 |
|
R2 |
127-203 |
127-203 |
126-272 |
|
R1 |
127-057 |
127-057 |
126-251 |
127-015 |
PP |
126-293 |
126-293 |
126-293 |
126-272 |
S1 |
126-147 |
126-147 |
126-209 |
126-105 |
S2 |
126-063 |
126-063 |
126-188 |
|
S3 |
125-153 |
125-237 |
126-167 |
|
S4 |
124-243 |
125-007 |
126-104 |
|
|
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 |
130-138 |
2.618 |
129-082 |
1.618 |
128-172 |
1.000 |
128-030 |
0.618 |
127-262 |
HIGH |
127-120 |
0.618 |
127-032 |
0.500 |
127-005 |
0.382 |
126-298 |
LOW |
126-210 |
0.618 |
126-068 |
1.000 |
125-300 |
1.618 |
125-158 |
2.618 |
124-248 |
4.250 |
123-192 |
|
|
Fisher Pivots for day following 24-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
127-005 |
127-005 |
PP |
126-293 |
126-293 |
S1 |
126-262 |
126-262 |
|