CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 10-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-235 |
114-220 |
-1-015 |
-0.9% |
113-150 |
| High |
115-235 |
115-210 |
-0-025 |
-0.1% |
115-250 |
| Low |
114-275 |
114-140 |
-0-135 |
-0.4% |
113-065 |
| Close |
115-020 |
115-170 |
0-150 |
0.4% |
115-020 |
| Range |
0-280 |
1-070 |
0-110 |
39.3% |
2-185 |
| ATR |
1-035 |
1-038 |
0-002 |
0.7% |
0-000 |
| Volume |
485,787 |
502,575 |
16,788 |
3.5% |
2,387,927 |
|
| Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-277 |
118-133 |
116-064 |
|
| R3 |
117-207 |
117-063 |
115-277 |
|
| R2 |
116-137 |
116-137 |
115-242 |
|
| R1 |
115-313 |
115-313 |
115-206 |
116-065 |
| PP |
115-067 |
115-067 |
115-067 |
115-102 |
| S1 |
114-243 |
114-243 |
115-134 |
114-315 |
| S2 |
113-317 |
113-317 |
115-098 |
|
| S3 |
112-247 |
113-173 |
115-063 |
|
| S4 |
111-177 |
112-103 |
114-276 |
|
|
| 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 |
113-160 |
2-090 |
2.0% |
1-024 |
0.9% |
89% |
False |
False |
457,347 |
| 10 |
115-250 |
113-015 |
2-235 |
2.4% |
0-316 |
0.9% |
91% |
False |
False |
499,707 |
| 20 |
116-130 |
111-140 |
4-310 |
4.3% |
0-316 |
0.9% |
82% |
False |
False |
522,156 |
| 40 |
119-085 |
111-140 |
7-265 |
6.8% |
1-021 |
0.9% |
52% |
False |
False |
750,925 |
| 60 |
119-085 |
111-140 |
7-265 |
6.8% |
0-280 |
0.8% |
52% |
False |
False |
709,103 |
| 80 |
119-085 |
111-140 |
7-265 |
6.8% |
0-220 |
0.6% |
52% |
False |
False |
534,090 |
| 100 |
119-085 |
110-180 |
8-225 |
7.5% |
0-181 |
0.5% |
57% |
False |
False |
427,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-268 |
|
2.618 |
118-271 |
|
1.618 |
117-201 |
|
1.000 |
116-280 |
|
0.618 |
116-131 |
|
HIGH |
115-210 |
|
0.618 |
115-061 |
|
0.500 |
115-015 |
|
0.382 |
114-289 |
|
LOW |
114-140 |
|
0.618 |
113-219 |
|
1.000 |
113-070 |
|
1.618 |
112-149 |
|
2.618 |
111-079 |
|
4.250 |
109-082 |
|
|
| Fisher Pivots for day following 10-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-118 |
115-125 |
| PP |
115-067 |
115-080 |
| S1 |
115-015 |
115-035 |
|