CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 01-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116-090 |
115-025 |
-1-065 |
-1.0% |
114-315 |
| High |
116-105 |
115-305 |
-0-120 |
-0.3% |
115-190 |
| Low |
114-180 |
114-265 |
0-085 |
0.2% |
114-040 |
| Close |
114-200 |
115-030 |
0-150 |
0.4% |
114-260 |
| Range |
1-245 |
1-040 |
-0-205 |
-36.3% |
1-150 |
| ATR |
1-039 |
1-043 |
0-005 |
1.3% |
0-000 |
| Volume |
957,117 |
804,460 |
-152,657 |
-15.9% |
4,551,588 |
|
| Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-213 |
118-002 |
115-228 |
|
| R3 |
117-173 |
116-282 |
115-129 |
|
| R2 |
116-133 |
116-133 |
115-096 |
|
| R1 |
115-242 |
115-242 |
115-063 |
116-028 |
| PP |
115-093 |
115-093 |
115-093 |
115-146 |
| S1 |
114-202 |
114-202 |
114-317 |
114-308 |
| S2 |
114-053 |
114-053 |
114-284 |
|
| S3 |
113-013 |
113-162 |
114-251 |
|
| S4 |
111-293 |
112-122 |
114-152 |
|
|
| 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% |
1-042 |
1.0% |
36% |
False |
False |
795,538 |
| 10 |
118-265 |
114-040 |
4-225 |
4.1% |
1-002 |
0.9% |
21% |
False |
False |
925,020 |
| 20 |
119-085 |
114-040 |
5-045 |
4.5% |
0-312 |
0.8% |
19% |
False |
False |
1,066,406 |
| 40 |
119-085 |
113-080 |
6-005 |
5.2% |
0-198 |
0.5% |
31% |
False |
False |
648,030 |
| 60 |
119-085 |
111-230 |
7-175 |
6.6% |
0-145 |
0.4% |
45% |
False |
False |
433,432 |
| 80 |
119-085 |
109-270 |
9-135 |
8.2% |
0-109 |
0.3% |
56% |
False |
False |
325,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-235 |
|
2.618 |
118-287 |
|
1.618 |
117-247 |
|
1.000 |
117-025 |
|
0.618 |
116-207 |
|
HIGH |
115-305 |
|
0.618 |
115-167 |
|
0.500 |
115-125 |
|
0.382 |
115-083 |
|
LOW |
114-265 |
|
0.618 |
114-043 |
|
1.000 |
113-225 |
|
1.618 |
113-003 |
|
2.618 |
111-283 |
|
4.250 |
110-015 |
|
|
| Fisher Pivots for day following 01-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-125 |
115-225 |
| PP |
115-093 |
115-160 |
| S1 |
115-062 |
115-095 |
|