CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-130 |
115-220 |
0-090 |
0.2% |
115-050 |
| High |
115-270 |
115-250 |
-0-020 |
-0.1% |
115-140 |
| Low |
115-130 |
115-120 |
-0-010 |
0.0% |
114-220 |
| Close |
115-260 |
115-220 |
-0-040 |
-0.1% |
114-250 |
| Range |
0-140 |
0-130 |
-0-010 |
-7.1% |
0-240 |
| ATR |
0-141 |
0-141 |
0-000 |
0.0% |
0-000 |
| Volume |
472,974 |
709,571 |
236,597 |
50.0% |
220,557 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-267 |
116-213 |
115-292 |
|
| R3 |
116-137 |
116-083 |
115-256 |
|
| R2 |
116-007 |
116-007 |
115-244 |
|
| R1 |
115-273 |
115-273 |
115-232 |
115-285 |
| PP |
115-197 |
115-197 |
115-197 |
115-202 |
| S1 |
115-143 |
115-143 |
115-208 |
115-155 |
| S2 |
115-067 |
115-067 |
115-196 |
|
| S3 |
114-257 |
115-013 |
115-184 |
|
| S4 |
114-127 |
114-203 |
115-148 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-070 |
116-240 |
115-062 |
|
| R3 |
116-150 |
116-000 |
114-316 |
|
| R2 |
115-230 |
115-230 |
114-294 |
|
| R1 |
115-080 |
115-080 |
114-272 |
115-035 |
| PP |
114-310 |
114-310 |
114-310 |
114-288 |
| S1 |
114-160 |
114-160 |
114-228 |
114-115 |
| S2 |
114-070 |
114-070 |
114-206 |
|
| S3 |
113-150 |
113-240 |
114-184 |
|
| S4 |
112-230 |
113-000 |
114-118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-270 |
114-220 |
1-050 |
1.0% |
0-070 |
0.2% |
86% |
False |
False |
334,356 |
| 10 |
115-270 |
114-210 |
1-060 |
1.0% |
0-049 |
0.1% |
87% |
False |
False |
184,815 |
| 20 |
115-270 |
113-080 |
2-190 |
2.2% |
0-048 |
0.1% |
94% |
False |
False |
100,013 |
| 40 |
115-270 |
111-230 |
4-040 |
3.6% |
0-044 |
0.1% |
96% |
False |
False |
50,943 |
| 60 |
115-270 |
109-270 |
6-000 |
5.2% |
0-029 |
0.1% |
97% |
False |
False |
34,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-162 |
|
2.618 |
116-270 |
|
1.618 |
116-140 |
|
1.000 |
116-060 |
|
0.618 |
116-010 |
|
HIGH |
115-250 |
|
0.618 |
115-200 |
|
0.500 |
115-185 |
|
0.382 |
115-170 |
|
LOW |
115-120 |
|
0.618 |
115-040 |
|
1.000 |
114-310 |
|
1.618 |
114-230 |
|
2.618 |
114-100 |
|
4.250 |
113-208 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-208 |
115-212 |
| PP |
115-197 |
115-203 |
| S1 |
115-185 |
115-195 |
|