CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 20-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
112-085 |
112-060 |
-0-025 |
-0.1% |
112-130 |
| High |
112-250 |
113-005 |
0-075 |
0.2% |
112-250 |
| Low |
111-160 |
112-055 |
0-215 |
0.6% |
111-140 |
| Close |
111-295 |
113-005 |
1-030 |
1.0% |
111-295 |
| Range |
1-090 |
0-270 |
-0-140 |
-34.1% |
1-110 |
| ATR |
1-090 |
1-085 |
-0-004 |
-1.0% |
0-000 |
| Volume |
702,897 |
571,559 |
-131,338 |
-18.7% |
1,984,982 |
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-085 |
114-315 |
113-154 |
|
| R3 |
114-135 |
114-045 |
113-079 |
|
| R2 |
113-185 |
113-185 |
113-054 |
|
| R1 |
113-095 |
113-095 |
113-030 |
113-140 |
| PP |
112-235 |
112-235 |
112-235 |
112-258 |
| S1 |
112-145 |
112-145 |
112-300 |
112-190 |
| S2 |
111-285 |
111-285 |
112-276 |
|
| S3 |
111-015 |
111-195 |
112-251 |
|
| S4 |
110-065 |
110-245 |
112-176 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-025 |
115-110 |
112-212 |
|
| R3 |
114-235 |
114-000 |
112-093 |
|
| R2 |
113-125 |
113-125 |
112-054 |
|
| R1 |
112-210 |
112-210 |
112-014 |
112-112 |
| PP |
112-015 |
112-015 |
112-015 |
111-286 |
| S1 |
111-100 |
111-100 |
111-256 |
111-002 |
| S2 |
110-225 |
110-225 |
111-216 |
|
| S3 |
109-115 |
109-310 |
111-177 |
|
| S4 |
108-005 |
108-200 |
111-058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-005 |
111-140 |
1-185 |
1.4% |
0-285 |
0.8% |
100% |
True |
False |
511,308 |
| 10 |
118-280 |
111-140 |
7-140 |
6.6% |
1-076 |
1.1% |
21% |
False |
False |
732,852 |
| 20 |
118-280 |
111-140 |
7-140 |
6.6% |
1-026 |
1.0% |
21% |
False |
False |
788,147 |
| 40 |
119-085 |
111-140 |
7-265 |
6.9% |
0-294 |
0.8% |
20% |
False |
False |
862,081 |
| 60 |
119-085 |
111-140 |
7-265 |
6.9% |
0-206 |
0.6% |
20% |
False |
False |
580,574 |
| 80 |
119-085 |
111-140 |
7-265 |
6.9% |
0-165 |
0.5% |
20% |
False |
False |
435,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-192 |
|
2.618 |
115-072 |
|
1.618 |
114-122 |
|
1.000 |
113-275 |
|
0.618 |
113-172 |
|
HIGH |
113-005 |
|
0.618 |
112-222 |
|
0.500 |
112-190 |
|
0.382 |
112-158 |
|
LOW |
112-055 |
|
0.618 |
111-208 |
|
1.000 |
111-105 |
|
1.618 |
110-258 |
|
2.618 |
109-308 |
|
4.250 |
108-188 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-280 |
112-241 |
| PP |
112-235 |
112-157 |
| S1 |
112-190 |
112-072 |
|