CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116-205 |
117-280 |
1-075 |
1.1% |
115-115 |
| High |
116-230 |
118-050 |
1-140 |
1.2% |
117-085 |
| Low |
115-275 |
117-195 |
1-240 |
1.5% |
115-065 |
| Close |
115-315 |
118-010 |
2-015 |
1.8% |
115-315 |
| Range |
0-275 |
0-175 |
-0-100 |
-36.4% |
2-020 |
| ATR |
0-212 |
0-247 |
0-034 |
16.3% |
0-000 |
| Volume |
1,260,986 |
1,303,595 |
42,609 |
3.4% |
6,316,425 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-183 |
119-112 |
118-106 |
|
| R3 |
119-008 |
118-257 |
118-058 |
|
| R2 |
118-153 |
118-153 |
118-042 |
|
| R1 |
118-082 |
118-082 |
118-026 |
118-118 |
| PP |
117-298 |
117-298 |
117-298 |
117-316 |
| S1 |
117-227 |
117-227 |
117-314 |
117-262 |
| S2 |
117-123 |
117-123 |
117-298 |
|
| S3 |
116-268 |
117-052 |
117-282 |
|
| S4 |
116-093 |
116-197 |
117-234 |
|
|
| 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 |
118-050 |
115-275 |
2-095 |
1.9% |
0-247 |
0.7% |
95% |
True |
False |
1,277,036 |
| 10 |
118-050 |
115-040 |
3-010 |
2.6% |
0-262 |
0.7% |
96% |
True |
False |
1,118,747 |
| 20 |
118-050 |
114-220 |
3-150 |
2.9% |
0-162 |
0.4% |
96% |
True |
False |
690,133 |
| 40 |
118-050 |
111-230 |
6-140 |
5.5% |
0-103 |
0.3% |
98% |
True |
False |
349,842 |
| 60 |
118-050 |
110-180 |
7-190 |
6.4% |
0-077 |
0.2% |
98% |
True |
False |
233,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-154 |
|
2.618 |
119-188 |
|
1.618 |
119-013 |
|
1.000 |
118-225 |
|
0.618 |
118-158 |
|
HIGH |
118-050 |
|
0.618 |
117-303 |
|
0.500 |
117-282 |
|
0.382 |
117-262 |
|
LOW |
117-195 |
|
0.618 |
117-087 |
|
1.000 |
117-020 |
|
1.618 |
116-232 |
|
2.618 |
116-057 |
|
4.250 |
115-091 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-314 |
117-221 |
| PP |
117-298 |
117-112 |
| S1 |
117-282 |
117-002 |
|