CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 02-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
115-025 |
115-125 |
0-100 |
0.3% |
114-315 |
| High |
115-305 |
115-190 |
-0-115 |
-0.3% |
115-190 |
| Low |
114-265 |
115-090 |
0-145 |
0.4% |
114-040 |
| Close |
115-030 |
115-160 |
0-130 |
0.4% |
114-260 |
| Range |
1-040 |
0-100 |
-0-260 |
-72.2% |
1-150 |
| ATR |
1-043 |
1-029 |
-0-015 |
-4.0% |
0-000 |
| Volume |
804,460 |
787,990 |
-16,470 |
-2.0% |
4,551,588 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-127 |
116-083 |
115-215 |
|
| R3 |
116-027 |
115-303 |
115-188 |
|
| R2 |
115-247 |
115-247 |
115-178 |
|
| R1 |
115-203 |
115-203 |
115-169 |
115-225 |
| PP |
115-147 |
115-147 |
115-147 |
115-158 |
| S1 |
115-103 |
115-103 |
115-151 |
115-125 |
| S2 |
115-047 |
115-047 |
115-142 |
|
| S3 |
114-267 |
115-003 |
115-132 |
|
| S4 |
114-167 |
114-223 |
115-105 |
|
|
| 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 |
114-180 |
2-090 |
2.0% |
1-019 |
0.9% |
41% |
False |
False |
805,510 |
| 10 |
116-305 |
114-040 |
2-265 |
2.4% |
0-303 |
0.8% |
49% |
False |
False |
884,818 |
| 20 |
119-085 |
114-040 |
5-045 |
4.5% |
0-308 |
0.8% |
27% |
False |
False |
1,062,943 |
| 40 |
119-085 |
113-080 |
6-005 |
5.2% |
0-200 |
0.5% |
37% |
False |
False |
667,401 |
| 60 |
119-085 |
111-230 |
7-175 |
6.5% |
0-147 |
0.4% |
50% |
False |
False |
446,535 |
| 80 |
119-085 |
109-270 |
9-135 |
8.2% |
0-110 |
0.3% |
60% |
False |
False |
334,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-295 |
|
2.618 |
116-132 |
|
1.618 |
116-032 |
|
1.000 |
115-290 |
|
0.618 |
115-252 |
|
HIGH |
115-190 |
|
0.618 |
115-152 |
|
0.500 |
115-140 |
|
0.382 |
115-128 |
|
LOW |
115-090 |
|
0.618 |
115-028 |
|
1.000 |
114-310 |
|
1.618 |
114-248 |
|
2.618 |
114-148 |
|
4.250 |
113-305 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-153 |
115-154 |
| PP |
115-147 |
115-148 |
| S1 |
115-140 |
115-142 |
|