CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 16-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117-280 |
118-310 |
1-030 |
0.9% |
115-115 |
| High |
118-050 |
119-085 |
1-035 |
0.9% |
117-085 |
| Low |
117-195 |
117-210 |
0-015 |
0.0% |
115-065 |
| Close |
118-010 |
117-225 |
-0-105 |
-0.3% |
115-315 |
| Range |
0-175 |
1-195 |
1-020 |
194.3% |
2-020 |
| ATR |
0-247 |
0-266 |
0-019 |
7.8% |
0-000 |
| Volume |
1,303,595 |
1,210,205 |
-93,390 |
-7.2% |
6,316,425 |
|
| Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-012 |
121-313 |
118-188 |
|
| R3 |
121-137 |
120-118 |
118-047 |
|
| R2 |
119-262 |
119-262 |
117-319 |
|
| R1 |
118-243 |
118-243 |
117-272 |
118-155 |
| PP |
118-067 |
118-067 |
118-067 |
118-022 |
| S1 |
117-048 |
117-048 |
117-178 |
116-280 |
| S2 |
116-192 |
116-192 |
117-131 |
|
| S3 |
114-317 |
115-173 |
117-083 |
|
| S4 |
113-122 |
113-298 |
116-262 |
|
|
| 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 |
119-085 |
115-275 |
3-130 |
2.9% |
0-291 |
0.8% |
54% |
True |
False |
1,241,333 |
| 10 |
119-085 |
115-065 |
4-020 |
3.5% |
0-278 |
0.7% |
62% |
True |
False |
1,170,573 |
| 20 |
119-085 |
114-220 |
4-185 |
3.9% |
0-186 |
0.5% |
66% |
True |
False |
749,894 |
| 40 |
119-085 |
111-230 |
7-175 |
6.4% |
0-116 |
0.3% |
79% |
True |
False |
380,092 |
| 60 |
119-085 |
111-070 |
8-015 |
6.8% |
0-085 |
0.2% |
81% |
True |
False |
253,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-034 |
|
2.618 |
123-153 |
|
1.618 |
121-278 |
|
1.000 |
120-280 |
|
0.618 |
120-083 |
|
HIGH |
119-085 |
|
0.618 |
118-208 |
|
0.500 |
118-148 |
|
0.382 |
118-087 |
|
LOW |
117-210 |
|
0.618 |
116-212 |
|
1.000 |
116-015 |
|
1.618 |
115-017 |
|
2.618 |
113-142 |
|
4.250 |
110-261 |
|
|
| Fisher Pivots for day following 16-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-148 |
117-210 |
| PP |
118-067 |
117-195 |
| S1 |
117-306 |
117-180 |
|