CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 17-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
116-210 |
117-110 |
0-220 |
0.6% |
114-220 |
| High |
117-150 |
117-200 |
0-050 |
0.1% |
117-150 |
| Low |
116-210 |
117-050 |
0-160 |
0.4% |
111-150 |
| Close |
116-295 |
117-145 |
0-170 |
0.5% |
116-295 |
| Range |
0-260 |
0-150 |
-0-110 |
-42.3% |
6-000 |
| ATR |
1-112 |
1-097 |
-0-015 |
-3.4% |
0-000 |
| Volume |
644,247 |
491,581 |
-152,666 |
-23.7% |
1,740,869 |
|
| Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-262 |
118-193 |
117-228 |
|
| R3 |
118-112 |
118-043 |
117-186 |
|
| R2 |
117-282 |
117-282 |
117-172 |
|
| R1 |
117-213 |
117-213 |
117-159 |
117-248 |
| PP |
117-132 |
117-132 |
117-132 |
117-149 |
| S1 |
117-063 |
117-063 |
117-131 |
117-098 |
| S2 |
116-302 |
116-302 |
117-118 |
|
| S3 |
116-152 |
116-233 |
117-104 |
|
| S4 |
116-002 |
116-083 |
117-062 |
|
|
| 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 |
117-200 |
111-150 |
6-050 |
5.2% |
1-231 |
1.5% |
97% |
True |
False |
446,490 |
| 10 |
117-200 |
111-150 |
6-050 |
5.2% |
1-108 |
1.1% |
97% |
True |
False |
462,037 |
| 20 |
117-200 |
111-150 |
6-050 |
5.2% |
1-056 |
1.0% |
97% |
True |
False |
509,401 |
| 40 |
118-280 |
111-140 |
7-140 |
6.3% |
1-046 |
1.0% |
81% |
False |
False |
662,981 |
| 60 |
119-085 |
111-140 |
7-265 |
6.7% |
0-317 |
0.8% |
77% |
False |
False |
736,249 |
| 80 |
119-085 |
111-140 |
7-265 |
6.7% |
0-245 |
0.7% |
77% |
False |
False |
555,691 |
| 100 |
119-085 |
111-140 |
7-265 |
6.7% |
0-204 |
0.5% |
77% |
False |
False |
444,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-198 |
|
2.618 |
118-273 |
|
1.618 |
118-123 |
|
1.000 |
118-030 |
|
0.618 |
117-293 |
|
HIGH |
117-200 |
|
0.618 |
117-143 |
|
0.500 |
117-125 |
|
0.382 |
117-107 |
|
LOW |
117-050 |
|
0.618 |
116-277 |
|
1.000 |
116-220 |
|
1.618 |
116-127 |
|
2.618 |
115-297 |
|
4.250 |
115-052 |
|
|
| Fisher Pivots for day following 17-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-138 |
117-097 |
| PP |
117-132 |
117-048 |
| S1 |
117-125 |
117-000 |
|