CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 14-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
116-250 |
116-210 |
-0-040 |
-0.1% |
114-220 |
| High |
117-030 |
117-150 |
0-120 |
0.3% |
117-150 |
| Low |
116-120 |
116-210 |
0-090 |
0.2% |
111-150 |
| Close |
116-130 |
116-295 |
0-165 |
0.4% |
116-295 |
| Range |
0-230 |
0-260 |
0-030 |
13.0% |
6-000 |
| ATR |
1-119 |
1-112 |
-0-007 |
-1.6% |
0-000 |
| Volume |
495,511 |
644,247 |
148,736 |
30.0% |
1,740,869 |
|
| Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-145 |
119-000 |
117-118 |
|
| R3 |
118-205 |
118-060 |
117-046 |
|
| R2 |
117-265 |
117-265 |
117-023 |
|
| R1 |
117-120 |
117-120 |
116-319 |
117-192 |
| PP |
117-005 |
117-005 |
117-005 |
117-041 |
| S1 |
116-180 |
116-180 |
116-271 |
116-252 |
| S2 |
116-065 |
116-065 |
116-247 |
|
| S3 |
115-125 |
115-240 |
116-224 |
|
| S4 |
114-185 |
114-300 |
116-152 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-092 |
131-033 |
120-071 |
|
| R3 |
127-092 |
125-033 |
118-183 |
|
| R2 |
121-092 |
121-092 |
118-007 |
|
| R1 |
119-033 |
119-033 |
117-151 |
120-062 |
| PP |
115-092 |
115-092 |
115-092 |
115-266 |
| S1 |
113-033 |
113-033 |
116-119 |
114-062 |
| S2 |
109-092 |
109-092 |
115-263 |
|
| S3 |
103-092 |
107-033 |
115-087 |
|
| S4 |
97-092 |
101-033 |
113-199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-150 |
111-150 |
6-000 |
5.1% |
1-257 |
1.5% |
91% |
True |
False |
445,331 |
| 10 |
117-150 |
111-150 |
6-000 |
5.1% |
1-142 |
1.2% |
91% |
True |
False |
461,987 |
| 20 |
117-150 |
111-150 |
6-000 |
5.1% |
1-070 |
1.0% |
91% |
True |
False |
519,967 |
| 40 |
118-280 |
111-140 |
7-140 |
6.4% |
1-050 |
1.0% |
74% |
False |
False |
680,441 |
| 60 |
119-085 |
111-140 |
7-265 |
6.7% |
0-315 |
0.8% |
70% |
False |
False |
729,097 |
| 80 |
119-085 |
111-140 |
7-265 |
6.7% |
0-244 |
0.7% |
70% |
False |
False |
549,564 |
| 100 |
119-085 |
111-140 |
7-265 |
6.7% |
0-203 |
0.5% |
70% |
False |
False |
439,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-295 |
|
2.618 |
119-191 |
|
1.618 |
118-251 |
|
1.000 |
118-090 |
|
0.618 |
117-311 |
|
HIGH |
117-150 |
|
0.618 |
117-051 |
|
0.500 |
117-020 |
|
0.382 |
116-309 |
|
LOW |
116-210 |
|
0.618 |
116-049 |
|
1.000 |
115-270 |
|
1.618 |
115-109 |
|
2.618 |
114-169 |
|
4.250 |
113-065 |
|
|
| Fisher Pivots for day following 14-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-020 |
116-033 |
| PP |
117-005 |
115-092 |
| S1 |
116-310 |
114-150 |
|