CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
125-020 |
125-140 |
0-120 |
0.3% |
124-220 |
| High |
125-020 |
125-140 |
0-120 |
0.3% |
125-020 |
| Low |
125-020 |
125-140 |
0-120 |
0.3% |
124-150 |
| Close |
125-020 |
125-140 |
0-120 |
0.3% |
125-020 |
| Range |
|
|
|
|
|
| ATR |
0-204 |
0-198 |
-0-006 |
-2.9% |
0-000 |
| Volume |
2 |
2 |
0 |
0.0% |
8 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-140 |
125-140 |
125-140 |
|
| R3 |
125-140 |
125-140 |
125-140 |
|
| R2 |
125-140 |
125-140 |
125-140 |
|
| R1 |
125-140 |
125-140 |
125-140 |
125-140 |
| PP |
125-140 |
125-140 |
125-140 |
125-140 |
| S1 |
125-140 |
125-140 |
125-140 |
125-140 |
| S2 |
125-140 |
125-140 |
125-140 |
|
| S3 |
125-140 |
125-140 |
125-140 |
|
| S4 |
125-140 |
125-140 |
125-140 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-207 |
126-143 |
125-124 |
|
| R3 |
126-017 |
125-273 |
125-072 |
|
| R2 |
125-147 |
125-147 |
125-055 |
|
| R1 |
125-083 |
125-083 |
125-037 |
125-115 |
| PP |
124-277 |
124-277 |
124-277 |
124-292 |
| S1 |
124-213 |
124-213 |
125-003 |
124-245 |
| S2 |
124-087 |
124-087 |
124-305 |
|
| S3 |
123-217 |
124-023 |
124-288 |
|
| S4 |
123-027 |
123-153 |
124-236 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-140 |
|
2.618 |
125-140 |
|
1.618 |
125-140 |
|
1.000 |
125-140 |
|
0.618 |
125-140 |
|
HIGH |
125-140 |
|
0.618 |
125-140 |
|
0.500 |
125-140 |
|
0.382 |
125-140 |
|
LOW |
125-140 |
|
0.618 |
125-140 |
|
1.000 |
125-140 |
|
1.618 |
125-140 |
|
2.618 |
125-140 |
|
4.250 |
125-140 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125-140 |
125-088 |
| PP |
125-140 |
125-037 |
| S1 |
125-140 |
124-305 |
|