CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 03-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
115-125 |
116-015 |
0-210 |
0.6% |
115-020 |
| High |
115-190 |
116-055 |
0-185 |
0.5% |
116-270 |
| Low |
115-090 |
114-285 |
-0-125 |
-0.3% |
114-180 |
| Close |
115-160 |
116-000 |
0-160 |
0.4% |
116-000 |
| Range |
0-100 |
1-090 |
0-310 |
310.0% |
2-090 |
| ATR |
1-029 |
1-033 |
0-004 |
1.3% |
0-000 |
| Volume |
787,990 |
726,071 |
-61,919 |
-7.9% |
3,882,835 |
|
| Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-170 |
119-015 |
116-226 |
|
| R3 |
118-080 |
117-245 |
116-113 |
|
| R2 |
116-310 |
116-310 |
116-075 |
|
| R1 |
116-155 |
116-155 |
116-038 |
116-028 |
| PP |
115-220 |
115-220 |
115-220 |
115-156 |
| S1 |
115-065 |
115-065 |
115-282 |
114-258 |
| S2 |
114-130 |
114-130 |
115-245 |
|
| S3 |
113-040 |
113-295 |
115-207 |
|
| S4 |
111-270 |
112-205 |
115-094 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-207 |
121-193 |
117-082 |
|
| R3 |
120-117 |
119-103 |
116-201 |
|
| R2 |
118-027 |
118-027 |
116-134 |
|
| R1 |
117-013 |
117-013 |
116-067 |
117-180 |
| PP |
115-257 |
115-257 |
115-257 |
116-020 |
| S1 |
114-243 |
114-243 |
115-253 |
115-090 |
| S2 |
113-167 |
113-167 |
115-186 |
|
| S3 |
111-077 |
112-153 |
115-119 |
|
| S4 |
108-307 |
110-063 |
114-238 |
|
|
| 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% |
1-081 |
1.1% |
63% |
False |
False |
776,567 |
| 10 |
116-270 |
114-040 |
2-230 |
2.3% |
0-296 |
0.8% |
69% |
False |
False |
843,442 |
| 20 |
119-085 |
114-040 |
5-045 |
4.4% |
0-312 |
0.8% |
36% |
False |
False |
1,056,916 |
| 40 |
119-085 |
113-200 |
5-205 |
4.9% |
0-200 |
0.5% |
42% |
False |
False |
685,238 |
| 60 |
119-085 |
111-230 |
7-175 |
6.5% |
0-154 |
0.4% |
57% |
False |
False |
458,631 |
| 80 |
119-085 |
109-270 |
9-135 |
8.1% |
0-115 |
0.3% |
65% |
False |
False |
344,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-198 |
|
2.618 |
119-168 |
|
1.618 |
118-078 |
|
1.000 |
117-145 |
|
0.618 |
116-308 |
|
HIGH |
116-055 |
|
0.618 |
115-218 |
|
0.500 |
115-170 |
|
0.382 |
115-122 |
|
LOW |
114-285 |
|
0.618 |
114-032 |
|
1.000 |
113-195 |
|
1.618 |
112-262 |
|
2.618 |
111-172 |
|
4.250 |
109-142 |
|
|
| Fisher Pivots for day following 03-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-270 |
115-267 |
| PP |
115-220 |
115-213 |
| S1 |
115-170 |
115-160 |
|