CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 05-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
113-160 |
115-055 |
1-215 |
1.5% |
115-200 |
| High |
115-065 |
115-225 |
0-160 |
0.4% |
115-215 |
| Low |
113-160 |
115-030 |
1-190 |
1.4% |
113-015 |
| Close |
115-040 |
115-145 |
0-105 |
0.3% |
113-025 |
| Range |
1-225 |
0-195 |
-1-030 |
-64.2% |
2-200 |
| ATR |
1-058 |
1-045 |
-0-013 |
-3.5% |
0-000 |
| Volume |
312,757 |
451,231 |
138,474 |
44.3% |
2,692,206 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-078 |
116-307 |
115-252 |
|
| R3 |
116-203 |
116-112 |
115-199 |
|
| R2 |
116-008 |
116-008 |
115-181 |
|
| R1 |
115-237 |
115-237 |
115-163 |
115-282 |
| PP |
115-133 |
115-133 |
115-133 |
115-156 |
| S1 |
115-042 |
115-042 |
115-127 |
115-088 |
| S2 |
114-258 |
114-258 |
115-109 |
|
| S3 |
114-063 |
114-167 |
115-091 |
|
| S4 |
113-188 |
113-292 |
115-038 |
|
|
| 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 |
115-225 |
113-015 |
2-210 |
2.3% |
0-317 |
0.9% |
91% |
True |
False |
483,016 |
| 10 |
116-130 |
113-015 |
3-115 |
2.9% |
1-000 |
0.9% |
72% |
False |
False |
530,285 |
| 20 |
117-280 |
111-140 |
6-140 |
5.6% |
1-028 |
0.9% |
62% |
False |
False |
597,622 |
| 40 |
119-085 |
111-140 |
7-265 |
6.8% |
1-015 |
0.9% |
51% |
False |
False |
805,178 |
| 60 |
119-085 |
111-140 |
7-265 |
6.8% |
0-264 |
0.7% |
51% |
False |
False |
684,737 |
| 80 |
119-085 |
111-140 |
7-265 |
6.8% |
0-208 |
0.6% |
51% |
False |
False |
515,084 |
| 100 |
119-085 |
109-270 |
9-135 |
8.2% |
0-171 |
0.5% |
60% |
False |
False |
412,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-094 |
|
2.618 |
117-096 |
|
1.618 |
116-221 |
|
1.000 |
116-100 |
|
0.618 |
116-026 |
|
HIGH |
115-225 |
|
0.618 |
115-151 |
|
0.500 |
115-128 |
|
0.382 |
115-104 |
|
LOW |
115-030 |
|
0.618 |
114-229 |
|
1.000 |
114-155 |
|
1.618 |
114-034 |
|
2.618 |
113-159 |
|
4.250 |
112-161 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-139 |
115-038 |
| PP |
115-133 |
114-252 |
| S1 |
115-128 |
114-145 |
|