CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116-015 |
114-315 |
-1-020 |
-0.9% |
117-280 |
| High |
116-305 |
115-050 |
-1-255 |
-1.5% |
119-085 |
| Low |
115-140 |
114-190 |
-0-270 |
-0.7% |
115-140 |
| Close |
115-205 |
115-045 |
-0-160 |
-0.4% |
115-205 |
| Range |
1-165 |
0-180 |
-0-305 |
-62.9% |
3-265 |
| ATR |
1-008 |
1-008 |
0-001 |
0.2% |
0-000 |
| Volume |
1,139,831 |
1,205,308 |
65,477 |
5.7% |
6,387,483 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-208 |
116-147 |
115-144 |
|
| R3 |
116-028 |
115-287 |
115-094 |
|
| R2 |
115-168 |
115-168 |
115-078 |
|
| R1 |
115-107 |
115-107 |
115-062 |
115-138 |
| PP |
114-308 |
114-308 |
114-308 |
115-004 |
| S1 |
114-247 |
114-247 |
115-028 |
114-278 |
| S2 |
114-128 |
114-128 |
115-012 |
|
| S3 |
113-268 |
114-067 |
114-316 |
|
| S4 |
113-088 |
113-207 |
114-266 |
|
|
| 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 |
114-190 |
4-215 |
4.1% |
1-046 |
1.0% |
12% |
False |
True |
1,257,839 |
| 10 |
119-085 |
114-190 |
4-215 |
4.1% |
0-306 |
0.8% |
12% |
False |
True |
1,267,438 |
| 20 |
119-085 |
114-190 |
4-215 |
4.1% |
0-250 |
0.7% |
12% |
False |
True |
993,565 |
| 40 |
119-085 |
112-170 |
6-235 |
5.8% |
0-141 |
0.4% |
39% |
False |
False |
506,802 |
| 60 |
119-085 |
111-230 |
7-175 |
6.6% |
0-107 |
0.3% |
45% |
False |
False |
338,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-175 |
|
2.618 |
116-201 |
|
1.618 |
116-021 |
|
1.000 |
115-230 |
|
0.618 |
115-161 |
|
HIGH |
115-050 |
|
0.618 |
114-301 |
|
0.500 |
114-280 |
|
0.382 |
114-259 |
|
LOW |
114-190 |
|
0.618 |
114-079 |
|
1.000 |
114-010 |
|
1.618 |
113-219 |
|
2.618 |
113-039 |
|
4.250 |
112-065 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-017 |
116-228 |
| PP |
114-308 |
116-060 |
| S1 |
114-280 |
115-212 |
|