CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 03-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
114-150 |
113-150 |
-1-000 |
-0.9% |
115-200 |
| High |
114-195 |
113-255 |
-0-260 |
-0.7% |
115-215 |
| Low |
113-015 |
113-065 |
0-050 |
0.1% |
113-015 |
| Close |
113-025 |
113-255 |
0-230 |
0.6% |
113-025 |
| Range |
1-180 |
0-190 |
-0-310 |
-62.0% |
2-200 |
| ATR |
1-056 |
1-045 |
-0-010 |
-2.8% |
0-000 |
| Volume |
491,083 |
603,764 |
112,681 |
22.9% |
2,692,206 |
|
| Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-122 |
115-058 |
114-040 |
|
| R3 |
114-252 |
114-188 |
113-307 |
|
| R2 |
114-062 |
114-062 |
113-290 |
|
| R1 |
113-318 |
113-318 |
113-272 |
114-030 |
| PP |
113-192 |
113-192 |
113-192 |
113-208 |
| S1 |
113-128 |
113-128 |
113-238 |
113-160 |
| S2 |
113-002 |
113-002 |
113-220 |
|
| S3 |
112-132 |
112-258 |
113-203 |
|
| S4 |
111-262 |
112-068 |
113-150 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-258 |
120-022 |
114-167 |
|
| R3 |
119-058 |
117-142 |
113-256 |
|
| R2 |
116-178 |
116-178 |
113-179 |
|
| R1 |
114-262 |
114-262 |
113-102 |
114-120 |
| PP |
113-298 |
113-298 |
113-298 |
113-228 |
| S1 |
112-062 |
112-062 |
112-268 |
111-240 |
| S2 |
111-098 |
111-098 |
112-191 |
|
| S3 |
108-218 |
109-182 |
112-114 |
|
| S4 |
106-018 |
106-302 |
111-203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-090 |
113-015 |
2-075 |
2.0% |
0-288 |
0.8% |
34% |
False |
False |
542,067 |
| 10 |
116-130 |
113-015 |
3-115 |
3.0% |
0-318 |
0.9% |
22% |
False |
False |
559,985 |
| 20 |
118-280 |
111-140 |
7-140 |
6.5% |
1-036 |
1.0% |
32% |
False |
False |
646,418 |
| 40 |
119-085 |
111-140 |
7-265 |
6.9% |
1-014 |
0.9% |
30% |
False |
False |
851,667 |
| 60 |
119-085 |
111-140 |
7-265 |
6.9% |
0-252 |
0.7% |
30% |
False |
False |
672,298 |
| 80 |
119-085 |
111-140 |
7-265 |
6.9% |
0-204 |
0.6% |
30% |
False |
False |
505,578 |
| 100 |
119-085 |
109-270 |
9-135 |
8.3% |
0-164 |
0.4% |
42% |
False |
False |
404,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-102 |
|
2.618 |
115-112 |
|
1.618 |
114-242 |
|
1.000 |
114-125 |
|
0.618 |
114-052 |
|
HIGH |
113-255 |
|
0.618 |
113-182 |
|
0.500 |
113-160 |
|
0.382 |
113-138 |
|
LOW |
113-065 |
|
0.618 |
112-268 |
|
1.000 |
112-195 |
|
1.618 |
112-078 |
|
2.618 |
111-208 |
|
4.250 |
110-218 |
|
|
| Fisher Pivots for day following 03-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-223 |
113-265 |
| PP |
113-192 |
113-262 |
| S1 |
113-160 |
113-258 |
|