CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
118-075 |
116-015 |
-2-060 |
-1.9% |
117-280 |
| High |
118-265 |
116-305 |
-1-280 |
-1.6% |
119-085 |
| Low |
117-290 |
115-140 |
-2-150 |
-2.1% |
115-140 |
| Close |
118-155 |
115-205 |
-2-270 |
-2.4% |
115-205 |
| Range |
0-295 |
1-165 |
0-190 |
64.4% |
3-265 |
| ATR |
0-278 |
1-008 |
0-050 |
17.9% |
0-000 |
| Volume |
1,190,016 |
1,139,831 |
-50,185 |
-4.2% |
6,387,483 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-178 |
119-197 |
116-152 |
|
| R3 |
119-013 |
118-032 |
116-018 |
|
| R2 |
117-168 |
117-168 |
115-294 |
|
| R1 |
116-187 |
116-187 |
115-249 |
116-095 |
| PP |
116-003 |
116-003 |
116-003 |
115-278 |
| S1 |
115-022 |
115-022 |
115-161 |
114-250 |
| S2 |
114-158 |
114-158 |
115-116 |
|
| S3 |
112-313 |
113-177 |
115-072 |
|
| S4 |
111-148 |
112-012 |
114-258 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-085 |
125-250 |
117-239 |
|
| R3 |
124-140 |
121-305 |
116-222 |
|
| R2 |
120-195 |
120-195 |
116-110 |
|
| R1 |
118-040 |
118-040 |
115-317 |
117-145 |
| PP |
116-250 |
116-250 |
116-250 |
116-142 |
| S1 |
114-095 |
114-095 |
115-093 |
113-200 |
| S2 |
112-305 |
112-305 |
114-300 |
|
| S3 |
109-040 |
110-150 |
114-188 |
|
| S4 |
105-095 |
106-205 |
113-171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-085 |
115-140 |
3-265 |
3.3% |
1-045 |
1.0% |
5% |
False |
True |
1,277,496 |
| 10 |
119-085 |
115-065 |
4-020 |
3.5% |
1-008 |
0.9% |
11% |
False |
False |
1,270,390 |
| 20 |
119-085 |
114-220 |
4-185 |
4.0% |
0-243 |
0.7% |
21% |
False |
False |
936,014 |
| 40 |
119-085 |
112-050 |
7-035 |
6.1% |
0-137 |
0.4% |
49% |
False |
False |
476,788 |
| 60 |
119-085 |
111-230 |
7-175 |
6.5% |
0-104 |
0.3% |
52% |
False |
False |
318,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-126 |
|
2.618 |
120-295 |
|
1.618 |
119-130 |
|
1.000 |
118-150 |
|
0.618 |
117-285 |
|
HIGH |
116-305 |
|
0.618 |
116-120 |
|
0.500 |
116-062 |
|
0.382 |
116-005 |
|
LOW |
115-140 |
|
0.618 |
114-160 |
|
1.000 |
113-295 |
|
1.618 |
112-315 |
|
2.618 |
111-150 |
|
4.250 |
108-319 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-062 |
117-070 |
| PP |
116-003 |
116-222 |
| S1 |
115-264 |
116-053 |
|