CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116-125 |
115-200 |
-0-245 |
-0.7% |
112-060 |
| High |
116-130 |
115-215 |
-0-235 |
-0.6% |
116-130 |
| Low |
115-020 |
114-285 |
-0-055 |
-0.1% |
112-055 |
| Close |
115-040 |
115-040 |
0-000 |
0.0% |
115-040 |
| Range |
1-110 |
0-250 |
-0-180 |
-41.9% |
4-075 |
| ATR |
1-081 |
1-071 |
-0-011 |
-2.7% |
0-000 |
| Volume |
667,760 |
585,635 |
-82,125 |
-12.3% |
2,875,442 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-183 |
117-042 |
115-178 |
|
| R3 |
116-253 |
116-112 |
115-109 |
|
| R2 |
116-003 |
116-003 |
115-086 |
|
| R1 |
115-182 |
115-182 |
115-063 |
115-128 |
| PP |
115-073 |
115-073 |
115-073 |
115-046 |
| S1 |
114-252 |
114-252 |
115-017 |
114-198 |
| S2 |
114-143 |
114-143 |
114-314 |
|
| S3 |
113-213 |
114-002 |
114-291 |
|
| S4 |
112-283 |
113-072 |
114-222 |
|
|
| 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 |
113-080 |
3-050 |
2.7% |
1-027 |
0.9% |
59% |
False |
False |
577,903 |
| 10 |
116-130 |
111-140 |
4-310 |
4.3% |
0-316 |
0.9% |
74% |
False |
False |
544,605 |
| 20 |
118-280 |
111-140 |
7-140 |
6.5% |
1-065 |
1.0% |
50% |
False |
False |
705,043 |
| 40 |
119-085 |
111-140 |
7-265 |
6.8% |
1-009 |
0.9% |
47% |
False |
False |
892,524 |
| 60 |
119-085 |
111-140 |
7-265 |
6.8% |
0-235 |
0.6% |
47% |
False |
False |
628,354 |
| 80 |
119-085 |
111-140 |
7-265 |
6.8% |
0-186 |
0.5% |
47% |
False |
False |
471,734 |
| 100 |
119-085 |
109-270 |
9-135 |
8.2% |
0-149 |
0.4% |
56% |
False |
False |
377,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-318 |
|
2.618 |
117-230 |
|
1.618 |
116-300 |
|
1.000 |
116-145 |
|
0.618 |
116-050 |
|
HIGH |
115-215 |
|
0.618 |
115-120 |
|
0.500 |
115-090 |
|
0.382 |
115-060 |
|
LOW |
114-285 |
|
0.618 |
114-130 |
|
1.000 |
114-035 |
|
1.618 |
113-200 |
|
2.618 |
112-270 |
|
4.250 |
111-182 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-090 |
115-202 |
| PP |
115-073 |
115-148 |
| S1 |
115-057 |
115-094 |
|