CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 25-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
115-075 |
114-220 |
-0-175 |
-0.5% |
117-280 |
| High |
115-190 |
114-255 |
-0-255 |
-0.7% |
119-085 |
| Low |
115-000 |
114-040 |
-0-280 |
-0.8% |
115-140 |
| Close |
115-075 |
114-110 |
-0-285 |
-0.8% |
115-205 |
| Range |
0-190 |
0-215 |
0-025 |
13.2% |
3-265 |
| ATR |
0-317 |
1-000 |
0-003 |
0.8% |
0-000 |
| Volume |
909,342 |
738,129 |
-171,213 |
-18.8% |
6,387,483 |
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-140 |
116-020 |
114-228 |
|
| R3 |
115-245 |
115-125 |
114-169 |
|
| R2 |
115-030 |
115-030 |
114-149 |
|
| R1 |
114-230 |
114-230 |
114-130 |
114-182 |
| PP |
114-135 |
114-135 |
114-135 |
114-111 |
| S1 |
114-015 |
114-015 |
114-090 |
113-288 |
| S2 |
113-240 |
113-240 |
114-071 |
|
| S3 |
113-025 |
113-120 |
114-051 |
|
| S4 |
112-130 |
112-225 |
113-312 |
|
|
| 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 |
116-305 |
114-040 |
2-265 |
2.5% |
0-267 |
0.7% |
8% |
False |
True |
964,126 |
| 10 |
119-085 |
114-040 |
5-045 |
4.5% |
0-295 |
0.8% |
4% |
False |
True |
1,132,927 |
| 20 |
119-085 |
114-040 |
5-045 |
4.5% |
0-275 |
0.8% |
4% |
False |
True |
1,071,944 |
| 40 |
119-085 |
113-080 |
6-005 |
5.3% |
0-158 |
0.4% |
18% |
False |
False |
568,298 |
| 60 |
119-085 |
111-230 |
7-175 |
6.6% |
0-118 |
0.3% |
35% |
False |
False |
379,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-209 |
|
2.618 |
116-178 |
|
1.618 |
115-283 |
|
1.000 |
115-150 |
|
0.618 |
115-068 |
|
HIGH |
114-255 |
|
0.618 |
114-173 |
|
0.500 |
114-148 |
|
0.382 |
114-122 |
|
LOW |
114-040 |
|
0.618 |
113-227 |
|
1.000 |
113-145 |
|
1.618 |
113-012 |
|
2.618 |
112-117 |
|
4.250 |
111-086 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-148 |
114-275 |
| PP |
114-135 |
114-220 |
| S1 |
114-122 |
114-165 |
|