CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117-285 |
118-075 |
0-110 |
0.3% |
115-115 |
| High |
119-000 |
118-265 |
-0-055 |
-0.1% |
117-085 |
| Low |
117-285 |
117-290 |
0-005 |
0.0% |
115-065 |
| Close |
118-180 |
118-155 |
-0-025 |
-0.1% |
115-315 |
| Range |
1-035 |
0-295 |
-0-060 |
-16.9% |
2-020 |
| ATR |
0-277 |
0-278 |
0-001 |
0.5% |
0-000 |
| Volume |
1,543,836 |
1,190,016 |
-353,820 |
-22.9% |
6,316,425 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-055 |
120-240 |
118-317 |
|
| R3 |
120-080 |
119-265 |
118-236 |
|
| R2 |
119-105 |
119-105 |
118-209 |
|
| R1 |
118-290 |
118-290 |
118-182 |
119-038 |
| PP |
118-130 |
118-130 |
118-130 |
118-164 |
| S1 |
117-315 |
117-315 |
118-128 |
118-062 |
| S2 |
117-155 |
117-155 |
118-101 |
|
| S3 |
116-180 |
117-020 |
118-074 |
|
| S4 |
115-205 |
116-045 |
117-313 |
|
|
| 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% |
1-003 |
0.9% |
77% |
False |
False |
1,301,727 |
| 10 |
119-085 |
115-065 |
4-020 |
3.4% |
0-313 |
0.8% |
81% |
False |
False |
1,241,069 |
| 20 |
119-085 |
114-220 |
4-185 |
3.9% |
0-219 |
0.6% |
83% |
False |
False |
882,785 |
| 40 |
119-085 |
112-050 |
7-035 |
6.0% |
0-124 |
0.3% |
89% |
False |
False |
448,401 |
| 60 |
119-085 |
111-170 |
7-235 |
6.5% |
0-096 |
0.3% |
90% |
False |
False |
299,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-239 |
|
2.618 |
121-077 |
|
1.618 |
120-102 |
|
1.000 |
119-240 |
|
0.618 |
119-127 |
|
HIGH |
118-265 |
|
0.618 |
118-152 |
|
0.500 |
118-118 |
|
0.382 |
118-083 |
|
LOW |
117-290 |
|
0.618 |
117-108 |
|
1.000 |
116-315 |
|
1.618 |
116-133 |
|
2.618 |
115-158 |
|
4.250 |
113-316 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-142 |
118-152 |
| PP |
118-130 |
118-150 |
| S1 |
118-118 |
118-148 |
|