CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 30-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114-120 |
113-130 |
-0-310 |
-0.8% |
112-060 |
| High |
115-000 |
113-280 |
-1-040 |
-1.0% |
116-130 |
| Low |
114-020 |
113-125 |
-0-215 |
-0.6% |
112-055 |
| Close |
114-020 |
113-185 |
-0-155 |
-0.4% |
115-040 |
| Range |
0-300 |
0-155 |
-0-145 |
-48.3% |
4-075 |
| ATR |
1-058 |
1-046 |
-0-012 |
-3.1% |
0-000 |
| Volume |
606,093 |
556,249 |
-49,844 |
-8.2% |
2,875,442 |
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-022 |
114-258 |
113-270 |
|
| R3 |
114-187 |
114-103 |
113-228 |
|
| R2 |
114-032 |
114-032 |
113-213 |
|
| R1 |
113-268 |
113-268 |
113-199 |
113-310 |
| PP |
113-197 |
113-197 |
113-197 |
113-218 |
| S1 |
113-113 |
113-113 |
113-171 |
113-155 |
| S2 |
113-042 |
113-042 |
113-157 |
|
| S3 |
112-207 |
112-278 |
113-142 |
|
| S4 |
112-052 |
112-123 |
113-100 |
|
|
| 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 |
113-125 |
3-005 |
2.7% |
0-286 |
0.8% |
6% |
False |
True |
573,776 |
| 10 |
116-130 |
111-160 |
4-290 |
4.3% |
0-316 |
0.9% |
42% |
False |
False |
577,946 |
| 20 |
118-280 |
111-140 |
7-140 |
6.5% |
1-028 |
1.0% |
29% |
False |
False |
667,379 |
| 40 |
119-085 |
111-140 |
7-265 |
6.9% |
1-010 |
0.9% |
27% |
False |
False |
866,892 |
| 60 |
119-085 |
111-140 |
7-265 |
6.9% |
0-248 |
0.7% |
27% |
False |
False |
654,480 |
| 80 |
119-085 |
111-140 |
7-265 |
6.9% |
0-196 |
0.5% |
27% |
False |
False |
491,919 |
| 100 |
119-085 |
109-270 |
9-135 |
8.3% |
0-157 |
0.4% |
40% |
False |
False |
393,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-299 |
|
2.618 |
115-046 |
|
1.618 |
114-211 |
|
1.000 |
114-115 |
|
0.618 |
114-056 |
|
HIGH |
113-280 |
|
0.618 |
113-221 |
|
0.500 |
113-202 |
|
0.382 |
113-184 |
|
LOW |
113-125 |
|
0.618 |
113-029 |
|
1.000 |
112-290 |
|
1.618 |
112-194 |
|
2.618 |
112-039 |
|
4.250 |
111-106 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-202 |
114-108 |
| PP |
113-197 |
114-027 |
| S1 |
113-191 |
113-266 |
|