CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 08-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
117-160 |
117-040 |
-0-120 |
-0.3% |
115-020 |
| High |
117-165 |
117-280 |
0-115 |
0.3% |
116-270 |
| Low |
116-280 |
114-110 |
-2-170 |
-2.2% |
114-180 |
| Close |
117-045 |
114-300 |
-2-065 |
-1.9% |
116-000 |
| Range |
0-205 |
3-170 |
2-285 |
451.2% |
2-090 |
| ATR |
1-071 |
1-123 |
0-053 |
13.5% |
0-000 |
| Volume |
824,584 |
863,292 |
38,708 |
4.7% |
3,882,835 |
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-100 |
124-050 |
116-282 |
|
| R3 |
122-250 |
120-200 |
115-291 |
|
| R2 |
119-080 |
119-080 |
115-187 |
|
| R1 |
117-030 |
117-030 |
115-084 |
116-130 |
| PP |
115-230 |
115-230 |
115-230 |
115-120 |
| S1 |
113-180 |
113-180 |
114-196 |
112-280 |
| S2 |
112-060 |
112-060 |
114-093 |
|
| S3 |
108-210 |
110-010 |
113-309 |
|
| S4 |
105-040 |
106-160 |
112-318 |
|
|
| 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 |
114-110 |
4-170 |
3.9% |
1-190 |
1.4% |
13% |
False |
True |
823,454 |
| 10 |
118-280 |
114-040 |
4-240 |
4.1% |
1-116 |
1.2% |
17% |
False |
False |
809,496 |
| 20 |
119-085 |
114-040 |
5-045 |
4.5% |
1-048 |
1.0% |
16% |
False |
False |
998,442 |
| 40 |
119-085 |
114-040 |
5-045 |
4.5% |
0-250 |
0.7% |
16% |
False |
False |
749,817 |
| 60 |
119-085 |
111-230 |
7-175 |
6.6% |
0-180 |
0.5% |
43% |
False |
False |
501,953 |
| 80 |
119-085 |
110-030 |
9-055 |
8.0% |
0-141 |
0.4% |
53% |
False |
False |
376,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-282 |
|
2.618 |
127-038 |
|
1.618 |
123-188 |
|
1.000 |
121-130 |
|
0.618 |
120-018 |
|
HIGH |
117-280 |
|
0.618 |
116-168 |
|
0.500 |
116-035 |
|
0.382 |
115-222 |
|
LOW |
114-110 |
|
0.618 |
112-052 |
|
1.000 |
110-260 |
|
1.618 |
108-202 |
|
2.618 |
105-032 |
|
4.250 |
99-108 |
|
|
| Fisher Pivots for day following 08-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-035 |
116-195 |
| PP |
115-230 |
116-017 |
| S1 |
115-105 |
115-158 |
|