CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 26-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
127-120 |
126-285 |
-0-155 |
-0.4% |
127-070 |
| High |
127-120 |
127-105 |
-0-015 |
0.0% |
127-120 |
| Low |
126-210 |
126-285 |
0-075 |
0.2% |
126-210 |
| Close |
126-230 |
127-105 |
0-195 |
0.5% |
127-105 |
| Range |
0-230 |
0-140 |
-0-090 |
-39.1% |
0-230 |
| ATR |
1-004 |
0-315 |
-0-009 |
-2.8% |
0-000 |
| Volume |
137,651 |
33,032 |
-104,619 |
-76.0% |
579,305 |
|
| Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-158 |
128-112 |
127-182 |
|
| R3 |
128-018 |
127-292 |
127-144 |
|
| R2 |
127-198 |
127-198 |
127-131 |
|
| R1 |
127-152 |
127-152 |
127-118 |
127-175 |
| PP |
127-058 |
127-058 |
127-058 |
127-070 |
| S1 |
127-012 |
127-012 |
127-092 |
127-035 |
| S2 |
126-238 |
126-238 |
127-079 |
|
| S3 |
126-098 |
126-192 |
127-066 |
|
| S4 |
125-278 |
126-052 |
127-028 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-088 |
129-007 |
127-232 |
|
| R3 |
128-178 |
128-097 |
127-168 |
|
| R2 |
127-268 |
127-268 |
127-147 |
|
| R1 |
127-187 |
127-187 |
127-126 |
127-228 |
| PP |
127-038 |
127-038 |
127-038 |
127-059 |
| S1 |
126-277 |
126-277 |
127-084 |
126-318 |
| S2 |
126-128 |
126-128 |
127-063 |
|
| S3 |
125-218 |
126-047 |
127-042 |
|
| S4 |
124-308 |
125-137 |
126-298 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-060 |
|
2.618 |
128-152 |
|
1.618 |
128-012 |
|
1.000 |
127-245 |
|
0.618 |
127-192 |
|
HIGH |
127-105 |
|
0.618 |
127-052 |
|
0.500 |
127-035 |
|
0.382 |
127-018 |
|
LOW |
126-285 |
|
0.618 |
126-198 |
|
1.000 |
126-145 |
|
1.618 |
126-058 |
|
2.618 |
125-238 |
|
4.250 |
125-010 |
|
|
| Fisher Pivots for day following 26-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127-082 |
127-072 |
| PP |
127-058 |
127-038 |
| S1 |
127-035 |
127-005 |
|