CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 16-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
112-050 |
111-300 |
-0-070 |
-0.2% |
116-225 |
| High |
112-055 |
112-235 |
0-180 |
0.5% |
118-280 |
| Low |
111-215 |
111-140 |
-0-075 |
-0.2% |
113-000 |
| Close |
111-310 |
112-095 |
0-105 |
0.3% |
113-175 |
| Range |
0-160 |
1-095 |
0-255 |
159.4% |
5-280 |
| ATR |
1-089 |
1-090 |
0-000 |
0.1% |
0-000 |
| Volume |
583,558 |
594,258 |
10,700 |
1.8% |
4,771,983 |
|
| Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-015 |
115-150 |
113-003 |
|
| R3 |
114-240 |
114-055 |
112-209 |
|
| R2 |
113-145 |
113-145 |
112-171 |
|
| R1 |
112-280 |
112-280 |
112-133 |
113-052 |
| PP |
112-050 |
112-050 |
112-050 |
112-096 |
| S1 |
111-185 |
111-185 |
112-057 |
111-278 |
| S2 |
110-275 |
110-275 |
112-019 |
|
| S3 |
109-180 |
110-090 |
111-301 |
|
| S4 |
108-085 |
108-315 |
111-187 |
|
|
| 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 |
114-150 |
111-140 |
3-010 |
2.7% |
0-247 |
0.7% |
28% |
False |
True |
690,171 |
| 10 |
118-280 |
111-140 |
7-140 |
6.6% |
1-058 |
1.1% |
12% |
False |
True |
756,812 |
| 20 |
118-280 |
111-140 |
7-140 |
6.6% |
1-030 |
1.0% |
12% |
False |
True |
840,916 |
| 40 |
119-085 |
111-140 |
7-265 |
7.0% |
0-277 |
0.8% |
11% |
False |
True |
833,663 |
| 60 |
119-085 |
111-140 |
7-265 |
7.0% |
0-195 |
0.5% |
11% |
False |
True |
559,430 |
| 80 |
119-085 |
111-140 |
7-265 |
7.0% |
0-156 |
0.4% |
11% |
False |
True |
419,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-079 |
|
2.618 |
116-041 |
|
1.618 |
114-266 |
|
1.000 |
114-010 |
|
0.618 |
113-171 |
|
HIGH |
112-235 |
|
0.618 |
112-076 |
|
0.500 |
112-028 |
|
0.382 |
111-299 |
|
LOW |
111-140 |
|
0.618 |
110-204 |
|
1.000 |
110-045 |
|
1.618 |
109-109 |
|
2.618 |
108-014 |
|
4.250 |
105-296 |
|
|
| Fisher Pivots for day following 16-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-072 |
112-072 |
| PP |
112-050 |
112-050 |
| S1 |
112-028 |
112-028 |
|