CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 26-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114-220 |
114-270 |
0-050 |
0.1% |
114-315 |
| High |
114-255 |
115-005 |
0-070 |
0.2% |
115-190 |
| Low |
114-040 |
114-225 |
0-185 |
0.5% |
114-040 |
| Close |
114-110 |
114-260 |
0-150 |
0.4% |
114-260 |
| Range |
0-215 |
0-100 |
-0-115 |
-53.5% |
1-150 |
| ATR |
1-000 |
0-313 |
-0-008 |
-2.3% |
0-000 |
| Volume |
738,129 |
870,787 |
132,658 |
18.0% |
4,551,588 |
|
| Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-250 |
115-195 |
114-315 |
|
| R3 |
115-150 |
115-095 |
114-288 |
|
| R2 |
115-050 |
115-050 |
114-278 |
|
| R1 |
114-315 |
114-315 |
114-269 |
114-292 |
| PP |
114-270 |
114-270 |
114-270 |
114-259 |
| S1 |
114-215 |
114-215 |
114-251 |
114-192 |
| S2 |
114-170 |
114-170 |
114-242 |
|
| S3 |
114-070 |
114-115 |
114-232 |
|
| S4 |
113-290 |
114-015 |
114-205 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-080 |
118-160 |
115-198 |
|
| R3 |
117-250 |
117-010 |
115-069 |
|
| R2 |
116-100 |
116-100 |
115-026 |
|
| R1 |
115-180 |
115-180 |
114-303 |
115-065 |
| PP |
114-270 |
114-270 |
114-270 |
114-212 |
| S1 |
114-030 |
114-030 |
114-217 |
113-235 |
| S2 |
113-120 |
113-120 |
114-174 |
|
| S3 |
111-290 |
112-200 |
114-131 |
|
| S4 |
110-140 |
111-050 |
114-002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-190 |
114-040 |
1-150 |
1.3% |
0-190 |
0.5% |
47% |
False |
False |
910,317 |
| 10 |
119-085 |
114-040 |
5-045 |
4.5% |
0-278 |
0.8% |
13% |
False |
False |
1,093,907 |
| 20 |
119-085 |
114-040 |
5-045 |
4.5% |
0-273 |
0.7% |
13% |
False |
False |
1,080,005 |
| 40 |
119-085 |
113-080 |
6-005 |
5.2% |
0-160 |
0.4% |
26% |
False |
False |
590,009 |
| 60 |
119-085 |
111-230 |
7-175 |
6.6% |
0-120 |
0.3% |
41% |
False |
False |
393,964 |
| 80 |
119-085 |
109-270 |
9-135 |
8.2% |
0-090 |
0.2% |
53% |
False |
False |
295,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-110 |
|
2.618 |
115-267 |
|
1.618 |
115-167 |
|
1.000 |
115-105 |
|
0.618 |
115-067 |
|
HIGH |
115-005 |
|
0.618 |
114-287 |
|
0.500 |
114-275 |
|
0.382 |
114-263 |
|
LOW |
114-225 |
|
0.618 |
114-163 |
|
1.000 |
114-125 |
|
1.618 |
114-063 |
|
2.618 |
113-283 |
|
4.250 |
113-120 |
|
|
| Fisher Pivots for day following 26-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-275 |
114-275 |
| PP |
114-270 |
114-270 |
| S1 |
114-265 |
114-265 |
|