CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
128-130 |
127-230 |
-0-220 |
-0.5% |
124-260 |
| High |
128-210 |
127-240 |
-0-290 |
-0.7% |
128-210 |
| Low |
127-310 |
126-315 |
-0-315 |
-0.8% |
124-200 |
| Close |
128-000 |
126-315 |
-1-005 |
-0.8% |
126-315 |
| Range |
0-220 |
0-245 |
0-025 |
11.4% |
4-010 |
| ATR |
1-048 |
1-045 |
-0-003 |
-0.8% |
0-000 |
| Volume |
427,740 |
321,307 |
-106,433 |
-24.9% |
1,953,386 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-172 |
129-008 |
127-130 |
|
| R3 |
128-247 |
128-083 |
127-062 |
|
| R2 |
128-002 |
128-002 |
127-040 |
|
| R1 |
127-158 |
127-158 |
127-017 |
127-118 |
| PP |
127-077 |
127-077 |
127-077 |
127-056 |
| S1 |
126-233 |
126-233 |
126-293 |
126-192 |
| S2 |
126-152 |
126-152 |
126-270 |
|
| S3 |
125-227 |
125-308 |
126-248 |
|
| S4 |
124-302 |
125-063 |
126-180 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-272 |
136-303 |
129-064 |
|
| R3 |
134-262 |
132-293 |
128-030 |
|
| R2 |
130-252 |
130-252 |
127-232 |
|
| R1 |
128-283 |
128-283 |
127-113 |
129-268 |
| PP |
126-242 |
126-242 |
126-242 |
127-074 |
| S1 |
124-273 |
124-273 |
126-197 |
125-258 |
| S2 |
122-232 |
122-232 |
126-078 |
|
| S3 |
118-222 |
120-263 |
125-280 |
|
| S4 |
114-212 |
116-253 |
124-246 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-001 |
|
2.618 |
129-241 |
|
1.618 |
128-316 |
|
1.000 |
128-165 |
|
0.618 |
128-071 |
|
HIGH |
127-240 |
|
0.618 |
127-146 |
|
0.500 |
127-118 |
|
0.382 |
127-089 |
|
LOW |
126-315 |
|
0.618 |
126-164 |
|
1.000 |
126-070 |
|
1.618 |
125-239 |
|
2.618 |
124-314 |
|
4.250 |
123-234 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127-118 |
127-262 |
| PP |
127-077 |
127-173 |
| S1 |
127-036 |
127-084 |
|