CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 07-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116-225 |
117-160 |
0-255 |
0.7% |
115-020 |
| High |
118-280 |
117-165 |
-1-115 |
-1.1% |
116-270 |
| Low |
116-215 |
116-280 |
0-065 |
0.2% |
114-180 |
| Close |
117-310 |
117-045 |
-0-265 |
-0.7% |
116-000 |
| Range |
2-065 |
0-205 |
-1-180 |
-70.9% |
2-090 |
| ATR |
1-074 |
1-071 |
-0-003 |
-0.8% |
0-000 |
| Volume |
915,336 |
824,584 |
-90,752 |
-9.9% |
3,882,835 |
|
| Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-032 |
118-243 |
117-158 |
|
| R3 |
118-147 |
118-038 |
117-101 |
|
| R2 |
117-262 |
117-262 |
117-083 |
|
| R1 |
117-153 |
117-153 |
117-064 |
117-105 |
| PP |
117-057 |
117-057 |
117-057 |
117-032 |
| S1 |
116-268 |
116-268 |
117-026 |
116-220 |
| S2 |
116-172 |
116-172 |
117-007 |
|
| S3 |
115-287 |
116-063 |
116-309 |
|
| S4 |
115-082 |
115-178 |
116-252 |
|
|
| 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 |
114-265 |
4-015 |
3.5% |
1-036 |
0.9% |
57% |
False |
False |
811,688 |
| 10 |
118-280 |
114-040 |
4-240 |
4.1% |
1-022 |
0.9% |
63% |
False |
False |
814,101 |
| 20 |
119-085 |
114-040 |
5-045 |
4.4% |
1-003 |
0.9% |
59% |
False |
False |
1,012,734 |
| 40 |
119-085 |
114-040 |
5-045 |
4.4% |
0-222 |
0.6% |
59% |
False |
False |
728,294 |
| 60 |
119-085 |
111-230 |
7-175 |
6.4% |
0-161 |
0.4% |
72% |
False |
False |
487,571 |
| 80 |
119-085 |
109-270 |
9-135 |
8.0% |
0-127 |
0.3% |
77% |
False |
False |
365,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-076 |
|
2.618 |
119-062 |
|
1.618 |
118-177 |
|
1.000 |
118-050 |
|
0.618 |
117-292 |
|
HIGH |
117-165 |
|
0.618 |
117-087 |
|
0.500 |
117-062 |
|
0.382 |
117-038 |
|
LOW |
116-280 |
|
0.618 |
116-153 |
|
1.000 |
116-075 |
|
1.618 |
115-268 |
|
2.618 |
115-063 |
|
4.250 |
114-049 |
|
|
| Fisher Pivots for day following 07-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-062 |
117-018 |
| PP |
117-057 |
116-310 |
| S1 |
117-051 |
116-282 |
|