CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 22-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-130 |
114-205 |
1-075 |
1.1% |
112-130 |
| High |
114-160 |
115-090 |
0-250 |
0.7% |
112-250 |
| Low |
113-080 |
114-100 |
1-020 |
0.9% |
111-140 |
| Close |
114-160 |
115-080 |
0-240 |
0.7% |
111-295 |
| Range |
1-080 |
0-310 |
-0-090 |
-22.5% |
1-110 |
| ATR |
1-090 |
1-083 |
-0-007 |
-1.7% |
0-000 |
| Volume |
472,568 |
588,416 |
115,848 |
24.5% |
1,984,982 |
|
| Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-273 |
117-167 |
115-250 |
|
| R3 |
116-283 |
116-177 |
115-165 |
|
| R2 |
115-293 |
115-293 |
115-137 |
|
| R1 |
115-187 |
115-187 |
115-108 |
115-240 |
| PP |
114-303 |
114-303 |
114-303 |
115-010 |
| S1 |
114-197 |
114-197 |
115-052 |
114-250 |
| S2 |
113-313 |
113-313 |
115-023 |
|
| S3 |
113-003 |
113-207 |
114-315 |
|
| S4 |
112-013 |
112-217 |
114-230 |
|
|
| 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 |
115-090 |
111-140 |
3-270 |
3.3% |
1-041 |
1.0% |
99% |
True |
False |
585,939 |
| 10 |
117-280 |
111-140 |
6-140 |
5.6% |
1-056 |
1.0% |
59% |
False |
False |
664,958 |
| 20 |
118-280 |
111-140 |
7-140 |
6.5% |
1-039 |
1.0% |
51% |
False |
False |
739,530 |
| 40 |
119-085 |
111-140 |
7-265 |
6.8% |
0-311 |
0.8% |
49% |
False |
False |
883,093 |
| 60 |
119-085 |
111-140 |
7-265 |
6.8% |
0-218 |
0.6% |
49% |
False |
False |
598,147 |
| 80 |
119-085 |
111-140 |
7-265 |
6.8% |
0-173 |
0.5% |
49% |
False |
False |
448,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-128 |
|
2.618 |
117-262 |
|
1.618 |
116-272 |
|
1.000 |
116-080 |
|
0.618 |
115-282 |
|
HIGH |
115-090 |
|
0.618 |
114-292 |
|
0.500 |
114-255 |
|
0.382 |
114-218 |
|
LOW |
114-100 |
|
0.618 |
113-228 |
|
1.000 |
113-110 |
|
1.618 |
112-238 |
|
2.618 |
111-248 |
|
4.250 |
110-062 |
|
|
| Fisher Pivots for day following 22-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-032 |
114-238 |
| PP |
114-303 |
114-075 |
| S1 |
114-255 |
113-232 |
|