CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 10-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116-070 |
116-300 |
0-230 |
0.6% |
115-100 |
| High |
117-020 |
116-300 |
-0-040 |
-0.1% |
117-220 |
| Low |
116-045 |
116-065 |
0-020 |
0.1% |
115-040 |
| Close |
116-295 |
116-165 |
-0-130 |
-0.3% |
116-200 |
| Range |
0-295 |
0-235 |
-0-060 |
-20.3% |
2-180 |
| ATR |
0-201 |
0-204 |
0-002 |
1.2% |
0-000 |
| Volume |
1,388,722 |
1,149,126 |
-239,596 |
-17.3% |
3,567,453 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-242 |
118-118 |
116-294 |
|
| R3 |
118-007 |
117-203 |
116-230 |
|
| R2 |
117-092 |
117-092 |
116-208 |
|
| R1 |
116-288 |
116-288 |
116-187 |
116-232 |
| PP |
116-177 |
116-177 |
116-177 |
116-149 |
| S1 |
116-053 |
116-053 |
116-143 |
115-318 |
| S2 |
115-262 |
115-262 |
116-122 |
|
| S3 |
115-027 |
115-138 |
116-100 |
|
| S4 |
114-112 |
114-223 |
116-036 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-053 |
122-307 |
118-011 |
|
| R3 |
121-193 |
120-127 |
117-106 |
|
| R2 |
119-013 |
119-013 |
117-030 |
|
| R1 |
117-267 |
117-267 |
116-275 |
118-140 |
| PP |
116-153 |
116-153 |
116-153 |
116-250 |
| S1 |
115-087 |
115-087 |
116-125 |
115-280 |
| S2 |
113-293 |
113-293 |
116-050 |
|
| S3 |
111-113 |
112-227 |
115-294 |
|
| S4 |
108-253 |
110-047 |
115-069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-220 |
115-065 |
2-155 |
2.1% |
0-286 |
0.8% |
53% |
False |
False |
1,095,307 |
| 10 |
117-220 |
115-030 |
2-190 |
2.2% |
0-243 |
0.7% |
55% |
False |
False |
929,983 |
| 20 |
117-220 |
114-170 |
3-050 |
2.7% |
0-132 |
0.4% |
63% |
False |
False |
501,192 |
| 40 |
117-220 |
111-230 |
5-310 |
5.1% |
0-086 |
0.2% |
80% |
False |
False |
253,708 |
| 60 |
117-220 |
110-030 |
7-190 |
6.5% |
0-065 |
0.2% |
85% |
False |
False |
169,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-019 |
|
2.618 |
118-275 |
|
1.618 |
118-040 |
|
1.000 |
117-215 |
|
0.618 |
117-125 |
|
HIGH |
116-300 |
|
0.618 |
116-210 |
|
0.500 |
116-182 |
|
0.382 |
116-155 |
|
LOW |
116-065 |
|
0.618 |
115-240 |
|
1.000 |
115-150 |
|
1.618 |
115-005 |
|
2.618 |
114-090 |
|
4.250 |
113-026 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-182 |
116-124 |
| PP |
116-177 |
116-083 |
| S1 |
116-171 |
116-042 |
|