CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 10-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114-100 |
113-135 |
-0-285 |
-0.8% |
116-225 |
| High |
114-150 |
113-185 |
-0-285 |
-0.8% |
118-280 |
| Low |
113-165 |
113-000 |
-0-165 |
-0.5% |
113-000 |
| Close |
113-170 |
113-175 |
0-005 |
0.0% |
113-175 |
| Range |
0-305 |
0-185 |
-0-120 |
-39.3% |
5-280 |
| ATR |
1-124 |
1-106 |
-0-019 |
-4.2% |
0-000 |
| Volume |
1,375,860 |
792,911 |
-582,949 |
-42.4% |
4,771,983 |
|
| Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-035 |
114-290 |
113-277 |
|
| R3 |
114-170 |
114-105 |
113-226 |
|
| R2 |
113-305 |
113-305 |
113-209 |
|
| R1 |
113-240 |
113-240 |
113-192 |
113-272 |
| PP |
113-120 |
113-120 |
113-120 |
113-136 |
| S1 |
113-055 |
113-055 |
113-158 |
113-088 |
| S2 |
112-255 |
112-255 |
113-141 |
|
| S3 |
112-070 |
112-190 |
113-124 |
|
| S4 |
111-205 |
112-005 |
113-073 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-245 |
129-010 |
116-249 |
|
| R3 |
126-285 |
123-050 |
115-052 |
|
| R2 |
121-005 |
121-005 |
114-200 |
|
| R1 |
117-090 |
117-090 |
114-027 |
116-068 |
| PP |
115-045 |
115-045 |
115-045 |
114-194 |
| S1 |
111-130 |
111-130 |
113-003 |
110-108 |
| S2 |
109-085 |
109-085 |
112-150 |
|
| S3 |
103-125 |
105-170 |
111-298 |
|
| S4 |
97-165 |
99-210 |
110-101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-280 |
113-000 |
5-280 |
5.2% |
1-186 |
1.4% |
9% |
False |
True |
954,396 |
| 10 |
118-280 |
113-000 |
5-280 |
5.2% |
1-134 |
1.2% |
9% |
False |
True |
865,481 |
| 20 |
119-085 |
113-000 |
6-085 |
5.5% |
1-046 |
1.0% |
9% |
False |
True |
979,694 |
| 40 |
119-085 |
113-000 |
6-085 |
5.5% |
0-262 |
0.7% |
9% |
False |
True |
802,576 |
| 60 |
119-085 |
111-230 |
7-175 |
6.6% |
0-188 |
0.5% |
24% |
False |
False |
538,068 |
| 80 |
119-085 |
110-180 |
8-225 |
7.7% |
0-147 |
0.4% |
34% |
False |
False |
403,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-011 |
|
2.618 |
115-029 |
|
1.618 |
114-164 |
|
1.000 |
114-050 |
|
0.618 |
113-299 |
|
HIGH |
113-185 |
|
0.618 |
113-114 |
|
0.500 |
113-092 |
|
0.382 |
113-071 |
|
LOW |
113-000 |
|
0.618 |
112-206 |
|
1.000 |
112-135 |
|
1.618 |
112-021 |
|
2.618 |
111-156 |
|
4.250 |
110-174 |
|
|
| Fisher Pivots for day following 10-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-148 |
115-140 |
| PP |
113-120 |
114-258 |
| S1 |
113-092 |
114-057 |
|