CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
118-310 |
117-285 |
-1-025 |
-0.9% |
115-115 |
| High |
119-085 |
119-000 |
-0-085 |
-0.2% |
117-085 |
| Low |
117-210 |
117-285 |
0-075 |
0.2% |
115-065 |
| Close |
117-225 |
118-180 |
0-275 |
0.7% |
115-315 |
| Range |
1-195 |
1-035 |
-0-160 |
-31.1% |
2-020 |
| ATR |
0-266 |
0-277 |
0-011 |
4.0% |
0-000 |
| Volume |
1,210,205 |
1,543,836 |
333,631 |
27.6% |
6,316,425 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-260 |
121-095 |
119-055 |
|
| R3 |
120-225 |
120-060 |
118-278 |
|
| R2 |
119-190 |
119-190 |
118-245 |
|
| R1 |
119-025 |
119-025 |
118-213 |
119-108 |
| PP |
118-155 |
118-155 |
118-155 |
118-196 |
| S1 |
117-310 |
117-310 |
118-147 |
118-072 |
| S2 |
117-120 |
117-120 |
118-115 |
|
| S3 |
116-085 |
116-275 |
118-082 |
|
| S4 |
115-050 |
115-240 |
117-305 |
|
|
| 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% |
0-315 |
0.8% |
79% |
False |
False |
1,320,275 |
| 10 |
119-085 |
115-065 |
4-020 |
3.4% |
0-300 |
0.8% |
83% |
False |
False |
1,207,791 |
| 20 |
119-085 |
114-220 |
4-185 |
3.9% |
0-204 |
0.5% |
85% |
False |
False |
826,409 |
| 40 |
119-085 |
111-230 |
7-175 |
6.4% |
0-117 |
0.3% |
91% |
False |
False |
418,687 |
| 60 |
119-085 |
111-170 |
7-235 |
6.5% |
0-091 |
0.2% |
91% |
False |
False |
279,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-229 |
|
2.618 |
121-289 |
|
1.618 |
120-254 |
|
1.000 |
120-035 |
|
0.618 |
119-219 |
|
HIGH |
119-000 |
|
0.618 |
118-184 |
|
0.500 |
118-142 |
|
0.382 |
118-101 |
|
LOW |
117-285 |
|
0.618 |
117-066 |
|
1.000 |
116-250 |
|
1.618 |
116-031 |
|
2.618 |
114-316 |
|
4.250 |
113-056 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-168 |
118-167 |
| PP |
118-155 |
118-153 |
| S1 |
118-142 |
118-140 |
|