CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 26-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
120-260 |
121-230 |
0-290 |
0.8% |
117-110 |
| High |
121-170 |
122-150 |
0-300 |
0.8% |
120-270 |
| Low |
120-240 |
112-150 |
-8-090 |
-6.9% |
117-050 |
| Close |
121-055 |
122-115 |
1-060 |
1.0% |
120-155 |
| Range |
0-250 |
10-000 |
9-070 |
1,180.0% |
3-220 |
| ATR |
1-098 |
1-297 |
0-199 |
47.6% |
0-000 |
| Volume |
605,288 |
921,709 |
316,421 |
52.3% |
3,167,055 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-032 |
145-233 |
127-275 |
|
| R3 |
139-032 |
135-233 |
125-035 |
|
| R2 |
129-032 |
129-032 |
124-062 |
|
| R1 |
125-233 |
125-233 |
123-088 |
127-132 |
| PP |
119-032 |
119-032 |
119-032 |
119-301 |
| S1 |
115-233 |
115-233 |
121-142 |
117-132 |
| S2 |
109-032 |
109-032 |
120-168 |
|
| S3 |
99-032 |
105-233 |
119-195 |
|
| S4 |
89-032 |
95-233 |
116-275 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-178 |
129-067 |
122-164 |
|
| R3 |
126-278 |
125-167 |
121-160 |
|
| R2 |
123-058 |
123-058 |
121-051 |
|
| R1 |
121-267 |
121-267 |
120-263 |
122-162 |
| PP |
119-158 |
119-158 |
119-158 |
119-266 |
| S1 |
118-047 |
118-047 |
120-047 |
118-262 |
| S2 |
115-258 |
115-258 |
119-259 |
|
| S3 |
112-038 |
114-147 |
119-150 |
|
| S4 |
108-138 |
110-247 |
118-146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-150 |
112-150 |
10-000 |
8.2% |
2-202 |
2.2% |
99% |
True |
True |
783,608 |
| 10 |
122-150 |
112-150 |
10-000 |
8.2% |
1-218 |
1.4% |
99% |
True |
True |
651,048 |
| 20 |
122-150 |
111-150 |
11-000 |
9.0% |
1-178 |
1.3% |
99% |
True |
False |
557,647 |
| 40 |
122-150 |
111-140 |
11-010 |
9.0% |
1-115 |
1.1% |
99% |
True |
False |
627,494 |
| 60 |
122-150 |
111-140 |
11-010 |
9.0% |
1-066 |
1.0% |
99% |
True |
False |
775,498 |
| 80 |
122-150 |
111-140 |
11-010 |
9.0% |
0-305 |
0.8% |
99% |
True |
False |
616,212 |
| 100 |
122-150 |
111-140 |
11-010 |
9.0% |
0-252 |
0.6% |
99% |
True |
False |
493,442 |
| 120 |
122-150 |
109-270 |
12-200 |
10.3% |
0-210 |
0.5% |
99% |
True |
False |
411,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-310 |
|
2.618 |
148-208 |
|
1.618 |
138-208 |
|
1.000 |
132-150 |
|
0.618 |
128-208 |
|
HIGH |
122-150 |
|
0.618 |
118-208 |
|
0.500 |
117-150 |
|
0.382 |
116-092 |
|
LOW |
112-150 |
|
0.618 |
106-092 |
|
1.000 |
102-150 |
|
1.618 |
96-092 |
|
2.618 |
86-092 |
|
4.250 |
69-310 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-233 |
120-233 |
| PP |
119-032 |
119-032 |
| S1 |
117-150 |
117-150 |
|