CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 24-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
124-280 |
124-150 |
-0-130 |
-0.3% |
122-170 |
| High |
124-280 |
124-150 |
-0-130 |
-0.3% |
125-240 |
| Low |
124-280 |
124-150 |
-0-130 |
-0.3% |
122-170 |
| Close |
124-280 |
124-150 |
-0-130 |
-0.3% |
124-240 |
| Range |
|
|
|
|
|
| ATR |
0-211 |
0-205 |
-0-006 |
-2.7% |
0-000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-150 |
124-150 |
124-150 |
|
| R3 |
124-150 |
124-150 |
124-150 |
|
| R2 |
124-150 |
124-150 |
124-150 |
|
| R1 |
124-150 |
124-150 |
124-150 |
124-150 |
| PP |
124-150 |
124-150 |
124-150 |
124-150 |
| S1 |
124-150 |
124-150 |
124-150 |
124-150 |
| S2 |
124-150 |
124-150 |
124-150 |
|
| S3 |
124-150 |
124-150 |
124-150 |
|
| S4 |
124-150 |
124-150 |
124-150 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-000 |
132-190 |
126-166 |
|
| R3 |
130-250 |
129-120 |
125-203 |
|
| R2 |
127-180 |
127-180 |
125-109 |
|
| R1 |
126-050 |
126-050 |
125-014 |
126-275 |
| PP |
124-110 |
124-110 |
124-110 |
124-222 |
| S1 |
122-300 |
122-300 |
124-146 |
123-205 |
| S2 |
121-040 |
121-040 |
124-051 |
|
| S3 |
117-290 |
119-230 |
123-277 |
|
| S4 |
114-220 |
116-160 |
122-314 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-150 |
|
2.618 |
124-150 |
|
1.618 |
124-150 |
|
1.000 |
124-150 |
|
0.618 |
124-150 |
|
HIGH |
124-150 |
|
0.618 |
124-150 |
|
0.500 |
124-150 |
|
0.382 |
124-150 |
|
LOW |
124-150 |
|
0.618 |
124-150 |
|
1.000 |
124-150 |
|
1.618 |
124-150 |
|
2.618 |
124-150 |
|
4.250 |
124-150 |
|
|
| Fisher Pivots for day following 24-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124-150 |
124-215 |
| PP |
124-150 |
124-193 |
| S1 |
124-150 |
124-172 |
|