CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 19-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
117-260 |
118-310 |
1-050 |
1.0% |
114-220 |
| High |
118-190 |
119-145 |
0-275 |
0.7% |
117-150 |
| Low |
117-245 |
118-200 |
0-275 |
0.7% |
111-150 |
| Close |
118-150 |
119-080 |
0-250 |
0.7% |
116-295 |
| Range |
0-265 |
0-265 |
0-000 |
0.0% |
6-000 |
| ATR |
1-094 |
1-087 |
-0-007 |
-1.7% |
0-000 |
| Volume |
391,834 |
569,275 |
177,441 |
45.3% |
1,740,869 |
|
| Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-190 |
121-080 |
119-226 |
|
| R3 |
120-245 |
120-135 |
119-153 |
|
| R2 |
119-300 |
119-300 |
119-129 |
|
| R1 |
119-190 |
119-190 |
119-104 |
119-245 |
| PP |
119-035 |
119-035 |
119-035 |
119-062 |
| S1 |
118-245 |
118-245 |
119-056 |
118-300 |
| S2 |
118-090 |
118-090 |
119-031 |
|
| S3 |
117-145 |
117-300 |
119-007 |
|
| S4 |
116-200 |
117-035 |
118-254 |
|
|
| 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 |
119-145 |
116-120 |
3-025 |
2.6% |
0-234 |
0.6% |
93% |
True |
False |
518,489 |
| 10 |
119-145 |
111-150 |
7-315 |
6.7% |
1-087 |
1.1% |
97% |
True |
False |
466,496 |
| 20 |
119-145 |
111-150 |
7-315 |
6.7% |
1-050 |
1.0% |
97% |
True |
False |
505,250 |
| 40 |
119-145 |
111-140 |
8-005 |
6.7% |
1-043 |
1.0% |
97% |
True |
False |
628,380 |
| 60 |
119-145 |
111-140 |
8-005 |
6.7% |
1-005 |
0.9% |
97% |
True |
False |
750,108 |
| 80 |
119-145 |
111-140 |
8-005 |
6.7% |
0-252 |
0.7% |
97% |
True |
False |
567,591 |
| 100 |
119-145 |
111-140 |
8-005 |
6.7% |
0-210 |
0.5% |
97% |
True |
False |
454,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-311 |
|
2.618 |
121-199 |
|
1.618 |
120-254 |
|
1.000 |
120-090 |
|
0.618 |
119-309 |
|
HIGH |
119-145 |
|
0.618 |
119-044 |
|
0.500 |
119-012 |
|
0.382 |
118-301 |
|
LOW |
118-200 |
|
0.618 |
118-036 |
|
1.000 |
117-255 |
|
1.618 |
117-091 |
|
2.618 |
116-146 |
|
4.250 |
115-034 |
|
|
| Fisher Pivots for day following 19-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-058 |
118-299 |
| PP |
119-035 |
118-198 |
| S1 |
119-012 |
118-098 |
|