CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 23-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114-205 |
115-170 |
0-285 |
0.8% |
112-130 |
| High |
115-090 |
115-300 |
0-210 |
0.6% |
112-250 |
| Low |
114-100 |
114-275 |
0-175 |
0.5% |
111-140 |
| Close |
115-080 |
115-270 |
0-190 |
0.5% |
111-295 |
| Range |
0-310 |
1-025 |
0-035 |
11.3% |
1-110 |
| ATR |
1-083 |
1-079 |
-0-004 |
-1.0% |
0-000 |
| Volume |
588,416 |
575,139 |
-13,277 |
-2.3% |
1,984,982 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-250 |
118-125 |
116-140 |
|
| R3 |
117-225 |
117-100 |
116-045 |
|
| R2 |
116-200 |
116-200 |
116-013 |
|
| R1 |
116-075 |
116-075 |
115-302 |
116-138 |
| PP |
115-175 |
115-175 |
115-175 |
115-206 |
| S1 |
115-050 |
115-050 |
115-238 |
115-112 |
| S2 |
114-150 |
114-150 |
115-207 |
|
| S3 |
113-125 |
114-025 |
115-175 |
|
| S4 |
112-100 |
113-000 |
115-080 |
|
|
| 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 |
115-300 |
111-160 |
4-140 |
3.8% |
1-027 |
0.9% |
98% |
True |
False |
582,115 |
| 10 |
115-300 |
111-140 |
4-160 |
3.9% |
0-297 |
0.8% |
98% |
True |
False |
636,143 |
| 20 |
118-280 |
111-140 |
7-140 |
6.4% |
1-046 |
1.0% |
59% |
False |
False |
722,819 |
| 40 |
119-085 |
111-140 |
7-265 |
6.8% |
0-319 |
0.9% |
56% |
False |
False |
890,753 |
| 60 |
119-085 |
111-140 |
7-265 |
6.8% |
0-224 |
0.6% |
56% |
False |
False |
607,565 |
| 80 |
119-085 |
111-140 |
7-265 |
6.8% |
0-178 |
0.5% |
56% |
False |
False |
456,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-166 |
|
2.618 |
118-243 |
|
1.618 |
117-218 |
|
1.000 |
117-005 |
|
0.618 |
116-193 |
|
HIGH |
115-300 |
|
0.618 |
115-168 |
|
0.500 |
115-128 |
|
0.382 |
115-087 |
|
LOW |
114-275 |
|
0.618 |
114-062 |
|
1.000 |
113-250 |
|
1.618 |
113-037 |
|
2.618 |
112-012 |
|
4.250 |
110-089 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-222 |
115-137 |
| PP |
115-175 |
115-003 |
| S1 |
115-128 |
114-190 |
|