CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 06-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116-015 |
116-225 |
0-210 |
0.6% |
115-020 |
| High |
116-055 |
118-280 |
2-225 |
2.3% |
116-270 |
| Low |
114-285 |
116-215 |
1-250 |
1.6% |
114-180 |
| Close |
116-000 |
117-310 |
1-310 |
1.7% |
116-000 |
| Range |
1-090 |
2-065 |
0-295 |
72.0% |
2-090 |
| ATR |
1-033 |
1-074 |
0-040 |
11.5% |
0-000 |
| Volume |
726,071 |
915,336 |
189,265 |
26.1% |
3,882,835 |
|
| Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-143 |
123-132 |
119-058 |
|
| R3 |
122-078 |
121-067 |
118-184 |
|
| R2 |
120-013 |
120-013 |
118-119 |
|
| R1 |
119-002 |
119-002 |
118-055 |
119-168 |
| PP |
117-268 |
117-268 |
117-268 |
118-031 |
| S1 |
116-257 |
116-257 |
117-245 |
117-102 |
| S2 |
115-203 |
115-203 |
117-181 |
|
| S3 |
113-138 |
114-192 |
117-116 |
|
| S4 |
111-073 |
112-127 |
116-242 |
|
|
| 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 |
118-280 |
114-180 |
4-100 |
3.7% |
1-108 |
1.1% |
79% |
True |
False |
838,194 |
| 10 |
118-280 |
114-040 |
4-240 |
4.0% |
1-028 |
0.9% |
81% |
True |
False |
814,445 |
| 20 |
119-085 |
114-040 |
5-045 |
4.4% |
1-007 |
0.9% |
75% |
False |
False |
1,040,941 |
| 40 |
119-085 |
113-200 |
5-205 |
4.8% |
0-217 |
0.6% |
77% |
False |
False |
707,814 |
| 60 |
119-085 |
111-230 |
7-175 |
6.4% |
0-165 |
0.4% |
83% |
False |
False |
473,848 |
| 80 |
119-085 |
109-270 |
9-135 |
8.0% |
0-124 |
0.3% |
86% |
False |
False |
355,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-076 |
|
2.618 |
124-206 |
|
1.618 |
122-141 |
|
1.000 |
121-025 |
|
0.618 |
120-076 |
|
HIGH |
118-280 |
|
0.618 |
118-011 |
|
0.500 |
117-248 |
|
0.382 |
117-164 |
|
LOW |
116-215 |
|
0.618 |
115-099 |
|
1.000 |
114-150 |
|
1.618 |
113-034 |
|
2.618 |
110-289 |
|
4.250 |
107-099 |
|
|
| Fisher Pivots for day following 06-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-289 |
117-194 |
| PP |
117-268 |
117-078 |
| S1 |
117-248 |
116-282 |
|