CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 30-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
115-020 |
116-090 |
1-070 |
1.1% |
114-315 |
| High |
116-270 |
116-105 |
-0-165 |
-0.4% |
115-190 |
| Low |
115-020 |
114-180 |
-0-160 |
-0.4% |
114-040 |
| Close |
116-185 |
114-200 |
-1-305 |
-1.7% |
114-260 |
| Range |
1-250 |
1-245 |
-0-005 |
-0.9% |
1-150 |
| ATR |
1-017 |
1-039 |
0-022 |
6.5% |
0-000 |
| Volume |
607,197 |
957,117 |
349,920 |
57.6% |
4,551,588 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-150 |
119-100 |
115-191 |
|
| R3 |
118-225 |
117-175 |
115-035 |
|
| R2 |
116-300 |
116-300 |
114-304 |
|
| R1 |
115-250 |
115-250 |
114-252 |
115-152 |
| PP |
115-055 |
115-055 |
115-055 |
115-006 |
| S1 |
114-005 |
114-005 |
114-148 |
113-228 |
| S2 |
113-130 |
113-130 |
114-096 |
|
| S3 |
111-205 |
112-080 |
114-045 |
|
| S4 |
109-280 |
110-155 |
113-209 |
|
|
| 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 |
2.4% |
1-008 |
0.9% |
18% |
False |
False |
816,514 |
| 10 |
119-000 |
114-040 |
4-280 |
4.3% |
1-002 |
0.9% |
10% |
False |
False |
998,958 |
| 20 |
119-085 |
114-040 |
5-045 |
4.5% |
0-300 |
0.8% |
10% |
False |
False |
1,084,765 |
| 40 |
119-085 |
113-080 |
6-005 |
5.2% |
0-189 |
0.5% |
23% |
False |
False |
628,553 |
| 60 |
119-085 |
111-230 |
7-175 |
6.6% |
0-139 |
0.4% |
39% |
False |
False |
420,026 |
| 80 |
119-085 |
109-270 |
9-135 |
8.2% |
0-104 |
0.3% |
51% |
False |
False |
315,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-266 |
|
2.618 |
120-304 |
|
1.618 |
119-059 |
|
1.000 |
118-030 |
|
0.618 |
117-134 |
|
HIGH |
116-105 |
|
0.618 |
115-209 |
|
0.500 |
115-142 |
|
0.382 |
115-076 |
|
LOW |
114-180 |
|
0.618 |
113-151 |
|
1.000 |
112-255 |
|
1.618 |
111-226 |
|
2.618 |
109-301 |
|
4.250 |
107-019 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-142 |
115-225 |
| PP |
115-055 |
115-110 |
| S1 |
114-288 |
114-315 |
|