CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 07-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-225 |
115-235 |
0-010 |
0.0% |
113-150 |
| High |
115-250 |
115-235 |
-0-015 |
0.0% |
115-250 |
| Low |
114-260 |
114-275 |
0-015 |
0.0% |
113-065 |
| Close |
115-145 |
115-020 |
-0-125 |
-0.3% |
115-020 |
| Range |
0-310 |
0-280 |
-0-030 |
-9.7% |
2-185 |
| ATR |
1-041 |
1-035 |
-0-006 |
-1.6% |
0-000 |
| Volume |
534,388 |
485,787 |
-48,601 |
-9.1% |
2,387,927 |
|
| Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-270 |
117-105 |
115-174 |
|
| R3 |
116-310 |
116-145 |
115-097 |
|
| R2 |
116-030 |
116-030 |
115-071 |
|
| R1 |
115-185 |
115-185 |
115-046 |
115-128 |
| PP |
115-070 |
115-070 |
115-070 |
115-041 |
| S1 |
114-225 |
114-225 |
114-314 |
114-168 |
| S2 |
114-110 |
114-110 |
114-289 |
|
| S3 |
113-150 |
113-265 |
114-263 |
|
| S4 |
112-190 |
112-305 |
114-186 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-133 |
121-102 |
116-154 |
|
| R3 |
119-268 |
118-237 |
115-247 |
|
| R2 |
117-083 |
117-083 |
115-171 |
|
| R1 |
116-052 |
116-052 |
115-096 |
116-228 |
| PP |
114-218 |
114-218 |
114-218 |
114-306 |
| S1 |
113-187 |
113-187 |
114-264 |
114-042 |
| S2 |
112-033 |
112-033 |
114-189 |
|
| S3 |
109-168 |
111-002 |
114-113 |
|
| S4 |
106-303 |
108-137 |
113-206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-250 |
113-065 |
2-185 |
2.2% |
0-304 |
0.8% |
72% |
False |
False |
477,585 |
| 10 |
115-250 |
113-015 |
2-235 |
2.4% |
0-302 |
0.8% |
74% |
False |
False |
508,013 |
| 20 |
116-130 |
111-140 |
4-310 |
4.3% |
0-306 |
0.8% |
73% |
False |
False |
536,673 |
| 40 |
119-085 |
111-140 |
7-265 |
6.8% |
1-018 |
0.9% |
46% |
False |
False |
769,885 |
| 60 |
119-085 |
111-140 |
7-265 |
6.8% |
0-274 |
0.7% |
46% |
False |
False |
701,276 |
| 80 |
119-085 |
111-140 |
7-265 |
6.8% |
0-215 |
0.6% |
46% |
False |
False |
527,830 |
| 100 |
119-085 |
110-150 |
8-255 |
7.6% |
0-177 |
0.5% |
52% |
False |
False |
422,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-145 |
|
2.618 |
118-008 |
|
1.618 |
117-048 |
|
1.000 |
116-195 |
|
0.618 |
116-088 |
|
HIGH |
115-235 |
|
0.618 |
115-128 |
|
0.500 |
115-095 |
|
0.382 |
115-062 |
|
LOW |
114-275 |
|
0.618 |
114-102 |
|
1.000 |
113-315 |
|
1.618 |
113-142 |
|
2.618 |
112-182 |
|
4.250 |
111-045 |
|
|
| Fisher Pivots for day following 07-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-095 |
115-095 |
| PP |
115-070 |
115-070 |
| S1 |
115-045 |
115-045 |
|