CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 29-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114-140 |
114-120 |
-0-020 |
-0.1% |
112-060 |
| High |
115-090 |
115-000 |
-0-090 |
-0.2% |
116-130 |
| Low |
114-115 |
114-020 |
-0-095 |
-0.3% |
112-055 |
| Close |
114-115 |
114-020 |
-0-095 |
-0.3% |
115-040 |
| Range |
0-295 |
0-300 |
0-005 |
1.7% |
4-075 |
| ATR |
1-064 |
1-058 |
-0-006 |
-1.6% |
0-000 |
| Volume |
453,146 |
606,093 |
152,947 |
33.8% |
2,875,442 |
|
| Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-060 |
116-180 |
114-185 |
|
| R3 |
116-080 |
115-200 |
114-102 |
|
| R2 |
115-100 |
115-100 |
114-075 |
|
| R1 |
114-220 |
114-220 |
114-048 |
114-170 |
| PP |
114-120 |
114-120 |
114-120 |
114-095 |
| S1 |
113-240 |
113-240 |
113-312 |
113-190 |
| S2 |
113-140 |
113-140 |
113-285 |
|
| S3 |
112-160 |
112-260 |
113-258 |
|
| S4 |
111-180 |
111-280 |
113-175 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-087 |
125-138 |
117-145 |
|
| R3 |
123-012 |
121-063 |
116-093 |
|
| R2 |
118-257 |
118-257 |
115-288 |
|
| R1 |
116-308 |
116-308 |
115-164 |
117-282 |
| PP |
114-182 |
114-182 |
114-182 |
115-009 |
| S1 |
112-233 |
112-233 |
114-236 |
113-208 |
| S2 |
110-107 |
110-107 |
114-112 |
|
| S3 |
106-032 |
108-158 |
113-307 |
|
| S4 |
101-277 |
104-083 |
112-255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-130 |
114-020 |
2-110 |
2.1% |
1-004 |
0.9% |
0% |
False |
True |
577,554 |
| 10 |
116-130 |
111-140 |
4-310 |
4.4% |
1-022 |
0.9% |
53% |
False |
False |
581,747 |
| 20 |
118-280 |
111-140 |
7-140 |
6.5% |
1-038 |
1.0% |
35% |
False |
False |
679,790 |
| 40 |
119-085 |
111-140 |
7-265 |
6.9% |
1-009 |
0.9% |
34% |
False |
False |
882,277 |
| 60 |
119-085 |
111-140 |
7-265 |
6.9% |
0-245 |
0.7% |
34% |
False |
False |
645,632 |
| 80 |
119-085 |
111-140 |
7-265 |
6.9% |
0-194 |
0.5% |
34% |
False |
False |
484,967 |
| 100 |
119-085 |
109-270 |
9-135 |
8.3% |
0-155 |
0.4% |
45% |
False |
False |
387,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-315 |
|
2.618 |
117-145 |
|
1.618 |
116-165 |
|
1.000 |
115-300 |
|
0.618 |
115-185 |
|
HIGH |
115-000 |
|
0.618 |
114-205 |
|
0.500 |
114-170 |
|
0.382 |
114-135 |
|
LOW |
114-020 |
|
0.618 |
113-155 |
|
1.000 |
113-040 |
|
1.618 |
112-175 |
|
2.618 |
111-195 |
|
4.250 |
110-025 |
|
|
| Fisher Pivots for day following 29-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-170 |
114-278 |
| PP |
114-120 |
114-192 |
| S1 |
114-070 |
114-106 |
|