CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 23-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114-315 |
115-110 |
0-115 |
0.3% |
117-280 |
| High |
115-050 |
115-135 |
0-085 |
0.2% |
119-085 |
| Low |
114-190 |
114-190 |
0-000 |
0.0% |
115-140 |
| Close |
115-045 |
114-275 |
-0-090 |
-0.2% |
115-205 |
| Range |
0-180 |
0-265 |
0-085 |
47.2% |
3-265 |
| ATR |
1-008 |
1-004 |
-0-005 |
-1.4% |
0-000 |
| Volume |
1,205,308 |
828,022 |
-377,286 |
-31.3% |
6,387,483 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-142 |
116-313 |
115-101 |
|
| R3 |
116-197 |
116-048 |
115-028 |
|
| R2 |
115-252 |
115-252 |
115-004 |
|
| R1 |
115-103 |
115-103 |
114-299 |
115-045 |
| PP |
114-307 |
114-307 |
114-307 |
114-278 |
| S1 |
114-158 |
114-158 |
114-251 |
114-100 |
| S2 |
114-042 |
114-042 |
114-226 |
|
| S3 |
113-097 |
113-213 |
114-202 |
|
| S4 |
112-152 |
112-268 |
114-129 |
|
|
| 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 |
119-000 |
114-190 |
4-130 |
3.8% |
0-316 |
0.9% |
6% |
False |
True |
1,181,402 |
| 10 |
119-085 |
114-190 |
4-215 |
4.1% |
0-304 |
0.8% |
6% |
False |
True |
1,211,368 |
| 20 |
119-085 |
114-190 |
4-215 |
4.1% |
0-264 |
0.7% |
6% |
False |
True |
1,026,656 |
| 40 |
119-085 |
112-170 |
6-235 |
5.9% |
0-148 |
0.4% |
35% |
False |
False |
527,455 |
| 60 |
119-085 |
111-230 |
7-175 |
6.6% |
0-112 |
0.3% |
42% |
False |
False |
351,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-301 |
|
2.618 |
117-189 |
|
1.618 |
116-244 |
|
1.000 |
116-080 |
|
0.618 |
115-299 |
|
HIGH |
115-135 |
|
0.618 |
115-034 |
|
0.500 |
115-002 |
|
0.382 |
114-291 |
|
LOW |
114-190 |
|
0.618 |
114-026 |
|
1.000 |
113-245 |
|
1.618 |
113-081 |
|
2.618 |
112-136 |
|
4.250 |
111-024 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-002 |
115-248 |
| PP |
114-307 |
115-150 |
| S1 |
114-291 |
115-052 |
|