CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 29-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114-270 |
115-020 |
0-070 |
0.2% |
114-315 |
| High |
115-005 |
116-270 |
1-265 |
1.6% |
115-190 |
| Low |
114-225 |
115-020 |
0-115 |
0.3% |
114-040 |
| Close |
114-260 |
116-185 |
1-245 |
1.5% |
114-260 |
| Range |
0-100 |
1-250 |
1-150 |
470.0% |
1-150 |
| ATR |
0-313 |
1-017 |
0-024 |
7.7% |
0-000 |
| Volume |
870,787 |
607,197 |
-263,590 |
-30.3% |
4,551,588 |
|
| Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-162 |
120-263 |
117-178 |
|
| R3 |
119-232 |
119-013 |
117-022 |
|
| R2 |
117-302 |
117-302 |
116-290 |
|
| R1 |
117-083 |
117-083 |
116-237 |
117-192 |
| PP |
116-052 |
116-052 |
116-052 |
116-106 |
| S1 |
115-153 |
115-153 |
116-133 |
115-262 |
| S2 |
114-122 |
114-122 |
116-080 |
|
| S3 |
112-192 |
113-223 |
116-028 |
|
| S4 |
110-262 |
111-293 |
115-192 |
|
|
| 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 |
116-270 |
114-040 |
2-230 |
2.3% |
0-268 |
0.7% |
90% |
True |
False |
790,695 |
| 10 |
119-085 |
114-040 |
5-045 |
4.4% |
0-317 |
0.8% |
48% |
False |
False |
1,024,267 |
| 20 |
119-085 |
114-040 |
5-045 |
4.4% |
0-290 |
0.8% |
48% |
False |
False |
1,071,507 |
| 40 |
119-085 |
113-080 |
6-005 |
5.2% |
0-175 |
0.5% |
55% |
False |
False |
604,929 |
| 60 |
119-085 |
111-230 |
7-175 |
6.5% |
0-130 |
0.3% |
64% |
False |
False |
404,075 |
| 80 |
119-085 |
109-270 |
9-135 |
8.1% |
0-097 |
0.3% |
71% |
False |
False |
303,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-132 |
|
2.618 |
121-162 |
|
1.618 |
119-232 |
|
1.000 |
118-200 |
|
0.618 |
117-302 |
|
HIGH |
116-270 |
|
0.618 |
116-052 |
|
0.500 |
115-305 |
|
0.382 |
115-238 |
|
LOW |
115-020 |
|
0.618 |
113-308 |
|
1.000 |
113-090 |
|
1.618 |
112-058 |
|
2.618 |
110-128 |
|
4.250 |
107-158 |
|
|
| Fisher Pivots for day following 29-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-118 |
116-068 |
| PP |
116-052 |
115-272 |
| S1 |
115-305 |
115-155 |
|