CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 06-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-055 |
115-225 |
0-170 |
0.5% |
115-200 |
| High |
115-225 |
115-250 |
0-025 |
0.1% |
115-215 |
| Low |
115-030 |
114-260 |
-0-090 |
-0.2% |
113-015 |
| Close |
115-145 |
115-145 |
0-000 |
0.0% |
113-025 |
| Range |
0-195 |
0-310 |
0-115 |
59.0% |
2-200 |
| ATR |
1-045 |
1-041 |
-0-004 |
-1.1% |
0-000 |
| Volume |
451,231 |
534,388 |
83,157 |
18.4% |
2,692,206 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-082 |
117-263 |
115-316 |
|
| R3 |
117-092 |
116-273 |
115-230 |
|
| R2 |
116-102 |
116-102 |
115-202 |
|
| R1 |
115-283 |
115-283 |
115-173 |
115-198 |
| PP |
115-112 |
115-112 |
115-112 |
115-069 |
| S1 |
114-293 |
114-293 |
115-117 |
114-208 |
| S2 |
114-122 |
114-122 |
115-088 |
|
| S3 |
113-132 |
113-303 |
115-060 |
|
| S4 |
112-142 |
112-313 |
114-294 |
|
|
| 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 |
115-250 |
113-015 |
2-235 |
2.4% |
1-028 |
0.9% |
88% |
True |
False |
478,644 |
| 10 |
116-130 |
113-015 |
3-115 |
2.9% |
0-317 |
0.9% |
72% |
False |
False |
526,210 |
| 20 |
116-130 |
111-140 |
4-310 |
4.3% |
0-307 |
0.8% |
81% |
False |
False |
581,177 |
| 40 |
119-085 |
111-140 |
7-265 |
6.8% |
1-017 |
0.9% |
51% |
False |
False |
789,810 |
| 60 |
119-085 |
111-140 |
7-265 |
6.8% |
0-269 |
0.7% |
51% |
False |
False |
693,604 |
| 80 |
119-085 |
111-140 |
7-265 |
6.8% |
0-211 |
0.6% |
51% |
False |
False |
521,759 |
| 100 |
119-085 |
110-030 |
9-055 |
7.9% |
0-174 |
0.5% |
58% |
False |
False |
417,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-288 |
|
2.618 |
118-102 |
|
1.618 |
117-112 |
|
1.000 |
116-240 |
|
0.618 |
116-122 |
|
HIGH |
115-250 |
|
0.618 |
115-132 |
|
0.500 |
115-095 |
|
0.382 |
115-058 |
|
LOW |
114-260 |
|
0.618 |
114-068 |
|
1.000 |
113-270 |
|
1.618 |
113-078 |
|
2.618 |
112-088 |
|
4.250 |
110-222 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-128 |
115-058 |
| PP |
115-112 |
114-292 |
| S1 |
115-095 |
114-205 |
|