CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117-005 |
116-205 |
-0-120 |
-0.3% |
115-115 |
| High |
117-085 |
116-230 |
-0-175 |
-0.5% |
117-085 |
| Low |
116-150 |
115-275 |
-0-195 |
-0.5% |
115-065 |
| Close |
116-220 |
115-315 |
-0-225 |
-0.6% |
115-315 |
| Range |
0-255 |
0-275 |
0-020 |
7.8% |
2-020 |
| ATR |
0-207 |
0-212 |
0-005 |
2.3% |
0-000 |
| Volume |
1,282,755 |
1,260,986 |
-21,769 |
-1.7% |
6,316,425 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-245 |
118-075 |
116-146 |
|
| R3 |
117-290 |
117-120 |
116-071 |
|
| R2 |
117-015 |
117-015 |
116-045 |
|
| R1 |
116-165 |
116-165 |
116-020 |
116-112 |
| PP |
116-060 |
116-060 |
116-060 |
116-034 |
| S1 |
115-210 |
115-210 |
115-290 |
115-158 |
| S2 |
115-105 |
115-105 |
115-265 |
|
| S3 |
114-150 |
114-255 |
115-239 |
|
| S4 |
113-195 |
113-300 |
115-164 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-108 |
121-072 |
117-038 |
|
| R3 |
120-088 |
119-052 |
116-176 |
|
| R2 |
118-068 |
118-068 |
116-116 |
|
| R1 |
117-032 |
117-032 |
116-056 |
117-210 |
| PP |
116-048 |
116-048 |
116-048 |
116-138 |
| S1 |
115-012 |
115-012 |
115-254 |
115-190 |
| S2 |
114-028 |
114-028 |
115-194 |
|
| S3 |
112-008 |
112-312 |
115-134 |
|
| S4 |
109-308 |
110-292 |
114-272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-085 |
115-065 |
2-020 |
1.8% |
0-290 |
0.8% |
38% |
False |
False |
1,263,285 |
| 10 |
117-220 |
115-030 |
2-190 |
2.2% |
0-269 |
0.7% |
34% |
False |
False |
1,066,103 |
| 20 |
117-220 |
114-210 |
3-010 |
2.6% |
0-159 |
0.4% |
44% |
False |
False |
625,459 |
| 40 |
117-220 |
111-230 |
5-310 |
5.1% |
0-099 |
0.3% |
71% |
False |
False |
317,255 |
| 60 |
117-220 |
110-180 |
7-040 |
6.1% |
0-074 |
0.2% |
76% |
False |
False |
211,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-119 |
|
2.618 |
118-310 |
|
1.618 |
118-035 |
|
1.000 |
117-185 |
|
0.618 |
117-080 |
|
HIGH |
116-230 |
|
0.618 |
116-125 |
|
0.500 |
116-092 |
|
0.382 |
116-060 |
|
LOW |
115-275 |
|
0.618 |
115-105 |
|
1.000 |
115-000 |
|
1.618 |
114-150 |
|
2.618 |
113-195 |
|
4.250 |
112-066 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-092 |
116-180 |
| PP |
116-060 |
116-118 |
| S1 |
116-028 |
116-057 |
|