CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 24-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
115-170 |
116-125 |
0-275 |
0.7% |
112-060 |
| High |
115-300 |
116-130 |
0-150 |
0.4% |
116-130 |
| Low |
114-275 |
115-020 |
0-065 |
0.2% |
112-055 |
| Close |
115-270 |
115-040 |
-0-230 |
-0.6% |
115-040 |
| Range |
1-025 |
1-110 |
0-085 |
24.6% |
4-075 |
| ATR |
1-079 |
1-081 |
0-002 |
0.6% |
0-000 |
| Volume |
575,139 |
667,760 |
92,621 |
16.1% |
2,875,442 |
|
| Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-180 |
118-220 |
115-276 |
|
| R3 |
118-070 |
117-110 |
115-158 |
|
| R2 |
116-280 |
116-280 |
115-119 |
|
| R1 |
116-000 |
116-000 |
115-079 |
115-245 |
| PP |
115-170 |
115-170 |
115-170 |
115-132 |
| S1 |
114-210 |
114-210 |
115-001 |
114-135 |
| S2 |
114-060 |
114-060 |
114-281 |
|
| S3 |
112-270 |
113-100 |
114-242 |
|
| S4 |
111-160 |
111-310 |
114-124 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-087 |
125-138 |
117-145 |
|
| R3 |
123-012 |
121-063 |
116-093 |
|
| R2 |
118-257 |
118-257 |
115-288 |
|
| R1 |
116-308 |
116-308 |
115-164 |
117-282 |
| PP |
114-182 |
114-182 |
114-182 |
115-009 |
| S1 |
112-233 |
112-233 |
114-236 |
113-208 |
| S2 |
110-107 |
110-107 |
114-112 |
|
| S3 |
106-032 |
108-158 |
113-307 |
|
| S4 |
101-277 |
104-083 |
112-255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-130 |
112-055 |
4-075 |
3.7% |
1-031 |
1.0% |
70% |
True |
False |
575,088 |
| 10 |
116-130 |
111-140 |
4-310 |
4.3% |
0-310 |
0.8% |
74% |
True |
False |
565,333 |
| 20 |
118-280 |
111-140 |
7-140 |
6.5% |
1-057 |
1.0% |
50% |
False |
False |
719,301 |
| 40 |
119-085 |
111-140 |
7-265 |
6.8% |
1-006 |
0.9% |
47% |
False |
False |
895,622 |
| 60 |
119-085 |
111-140 |
7-265 |
6.8% |
0-231 |
0.6% |
47% |
False |
False |
618,632 |
| 80 |
119-085 |
111-140 |
7-265 |
6.8% |
0-183 |
0.5% |
47% |
False |
False |
464,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-038 |
|
2.618 |
119-296 |
|
1.618 |
118-186 |
|
1.000 |
117-240 |
|
0.618 |
117-076 |
|
HIGH |
116-130 |
|
0.618 |
115-286 |
|
0.500 |
115-235 |
|
0.382 |
115-184 |
|
LOW |
115-020 |
|
0.618 |
114-074 |
|
1.000 |
113-230 |
|
1.618 |
112-284 |
|
2.618 |
111-174 |
|
4.250 |
109-112 |
|
|
| Fisher Pivots for day following 24-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-235 |
115-115 |
| PP |
115-170 |
115-090 |
| S1 |
115-105 |
115-065 |
|