CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
112-060 |
113-130 |
1-070 |
1.1% |
112-130 |
| High |
113-005 |
114-160 |
1-155 |
1.3% |
112-250 |
| Low |
112-055 |
113-080 |
1-025 |
1.0% |
111-140 |
| Close |
113-005 |
114-160 |
1-155 |
1.3% |
111-295 |
| Range |
0-270 |
1-080 |
0-130 |
48.1% |
1-110 |
| ATR |
1-085 |
1-090 |
0-005 |
1.2% |
0-000 |
| Volume |
571,559 |
472,568 |
-98,991 |
-17.3% |
1,984,982 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-267 |
117-133 |
115-060 |
|
| R3 |
116-187 |
116-053 |
114-270 |
|
| R2 |
115-107 |
115-107 |
114-233 |
|
| R1 |
114-293 |
114-293 |
114-197 |
115-040 |
| PP |
114-027 |
114-027 |
114-027 |
114-060 |
| S1 |
113-213 |
113-213 |
114-123 |
113-280 |
| S2 |
112-267 |
112-267 |
114-087 |
|
| S3 |
111-187 |
112-133 |
114-050 |
|
| S4 |
110-107 |
111-053 |
113-260 |
|
|
| 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 |
114-160 |
111-140 |
3-020 |
2.7% |
1-011 |
0.9% |
100% |
True |
False |
584,968 |
| 10 |
117-280 |
111-140 |
6-140 |
5.6% |
1-045 |
1.0% |
48% |
False |
False |
688,575 |
| 20 |
118-280 |
111-140 |
7-140 |
6.5% |
1-036 |
1.0% |
41% |
False |
False |
751,510 |
| 40 |
119-085 |
111-140 |
7-265 |
6.8% |
0-303 |
0.8% |
39% |
False |
False |
872,537 |
| 60 |
119-085 |
111-140 |
7-265 |
6.8% |
0-213 |
0.6% |
39% |
False |
False |
588,371 |
| 80 |
119-085 |
111-140 |
7-265 |
6.8% |
0-170 |
0.5% |
39% |
False |
False |
441,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-260 |
|
2.618 |
117-247 |
|
1.618 |
116-167 |
|
1.000 |
115-240 |
|
0.618 |
115-087 |
|
HIGH |
114-160 |
|
0.618 |
114-007 |
|
0.500 |
113-280 |
|
0.382 |
113-233 |
|
LOW |
113-080 |
|
0.618 |
112-153 |
|
1.000 |
112-000 |
|
1.618 |
111-073 |
|
2.618 |
109-313 |
|
4.250 |
107-300 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-093 |
114-000 |
| PP |
114-027 |
113-160 |
| S1 |
113-280 |
113-000 |
|