CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 14-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-135 |
112-130 |
-1-005 |
-0.9% |
116-225 |
| High |
113-185 |
112-200 |
-0-305 |
-0.8% |
118-280 |
| Low |
113-000 |
112-030 |
-0-290 |
-0.8% |
113-000 |
| Close |
113-175 |
112-045 |
-1-130 |
-1.2% |
113-175 |
| Range |
0-185 |
0-170 |
-0-015 |
-8.1% |
5-280 |
| ATR |
1-106 |
1-109 |
0-003 |
0.7% |
0-000 |
| Volume |
792,911 |
104,269 |
-688,642 |
-86.8% |
4,771,983 |
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-282 |
113-173 |
112-138 |
|
| R3 |
113-112 |
113-003 |
112-092 |
|
| R2 |
112-262 |
112-262 |
112-076 |
|
| R1 |
112-153 |
112-153 |
112-061 |
112-122 |
| PP |
112-092 |
112-092 |
112-092 |
112-076 |
| S1 |
111-303 |
111-303 |
112-029 |
111-272 |
| S2 |
111-242 |
111-242 |
112-014 |
|
| S3 |
111-072 |
111-133 |
111-318 |
|
| S4 |
110-222 |
110-283 |
111-272 |
|
|
| 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 |
117-280 |
112-030 |
5-250 |
5.2% |
1-079 |
1.1% |
1% |
False |
True |
792,183 |
| 10 |
118-280 |
112-030 |
6-250 |
6.0% |
1-094 |
1.2% |
1% |
False |
True |
815,189 |
| 20 |
119-085 |
112-030 |
7-055 |
6.4% |
1-045 |
1.0% |
1% |
False |
True |
919,728 |
| 40 |
119-085 |
112-030 |
7-055 |
6.4% |
0-264 |
0.7% |
1% |
False |
True |
804,930 |
| 60 |
119-085 |
111-230 |
7-175 |
6.7% |
0-190 |
0.5% |
6% |
False |
False |
539,804 |
| 80 |
119-085 |
110-180 |
8-225 |
7.8% |
0-149 |
0.4% |
18% |
False |
False |
404,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-282 |
|
2.618 |
114-005 |
|
1.618 |
113-155 |
|
1.000 |
113-050 |
|
0.618 |
112-305 |
|
HIGH |
112-200 |
|
0.618 |
112-135 |
|
0.500 |
112-115 |
|
0.382 |
112-095 |
|
LOW |
112-030 |
|
0.618 |
111-245 |
|
1.000 |
111-180 |
|
1.618 |
111-075 |
|
2.618 |
110-225 |
|
4.250 |
109-268 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-115 |
113-090 |
| PP |
112-092 |
112-288 |
| S1 |
112-068 |
112-167 |
|