CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
124-175 |
124-260 |
0-085 |
0.2% |
122-185 |
| High |
124-175 |
125-060 |
0-205 |
0.5% |
124-175 |
| Low |
122-280 |
124-200 |
1-240 |
1.4% |
122-095 |
| Close |
124-110 |
124-230 |
0-120 |
0.3% |
124-110 |
| Range |
1-215 |
0-180 |
-1-035 |
-66.4% |
2-080 |
| ATR |
1-015 |
1-011 |
-0-005 |
-1.4% |
0-000 |
| Volume |
537,840 |
555,781 |
17,941 |
3.3% |
2,269,091 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-170 |
126-060 |
125-009 |
|
| R3 |
125-310 |
125-200 |
124-280 |
|
| R2 |
125-130 |
125-130 |
124-263 |
|
| R1 |
125-020 |
125-020 |
124-246 |
124-305 |
| PP |
124-270 |
124-270 |
124-270 |
124-252 |
| S1 |
124-160 |
124-160 |
124-214 |
124-125 |
| S2 |
124-090 |
124-090 |
124-197 |
|
| S3 |
123-230 |
123-300 |
124-180 |
|
| S4 |
123-050 |
123-120 |
124-131 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-153 |
129-212 |
125-186 |
|
| R3 |
128-073 |
127-132 |
124-308 |
|
| R2 |
125-313 |
125-313 |
124-242 |
|
| R1 |
125-052 |
125-052 |
124-176 |
125-182 |
| PP |
123-233 |
123-233 |
123-233 |
123-299 |
| S1 |
122-292 |
122-292 |
124-044 |
123-102 |
| S2 |
121-153 |
121-153 |
123-298 |
|
| S3 |
119-073 |
120-212 |
123-232 |
|
| S4 |
116-313 |
118-132 |
123-034 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-185 |
|
2.618 |
126-211 |
|
1.618 |
126-031 |
|
1.000 |
125-240 |
|
0.618 |
125-171 |
|
HIGH |
125-060 |
|
0.618 |
124-311 |
|
0.500 |
124-290 |
|
0.382 |
124-269 |
|
LOW |
124-200 |
|
0.618 |
124-089 |
|
1.000 |
124-020 |
|
1.618 |
123-229 |
|
2.618 |
123-049 |
|
4.250 |
122-075 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124-290 |
124-157 |
| PP |
124-270 |
124-083 |
| S1 |
124-250 |
124-010 |
|