CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 02-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
115-270 |
115-100 |
-0-170 |
-0.5% |
115-210 |
| High |
115-270 |
116-080 |
0-130 |
0.4% |
115-270 |
| Low |
115-030 |
115-040 |
0-010 |
0.0% |
115-030 |
| Close |
115-160 |
116-070 |
0-230 |
0.6% |
115-160 |
| Range |
0-240 |
1-040 |
0-120 |
50.0% |
0-240 |
| ATR |
0-148 |
0-163 |
0-015 |
10.3% |
0-000 |
| Volume |
777,156 |
691,947 |
-85,209 |
-11.0% |
2,394,643 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-077 |
118-273 |
116-268 |
|
| R3 |
118-037 |
117-233 |
116-169 |
|
| R2 |
116-317 |
116-317 |
116-136 |
|
| R1 |
116-193 |
116-193 |
116-103 |
116-255 |
| PP |
115-277 |
115-277 |
115-277 |
115-308 |
| S1 |
115-153 |
115-153 |
116-037 |
115-215 |
| S2 |
114-237 |
114-237 |
116-004 |
|
| S3 |
113-197 |
114-113 |
115-291 |
|
| S4 |
112-157 |
113-073 |
115-192 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-233 |
117-117 |
115-292 |
|
| R3 |
116-313 |
116-197 |
115-226 |
|
| R2 |
116-073 |
116-073 |
115-204 |
|
| R1 |
115-277 |
115-277 |
115-182 |
115-215 |
| PP |
115-153 |
115-153 |
115-153 |
115-122 |
| S1 |
115-037 |
115-037 |
115-138 |
114-295 |
| S2 |
114-233 |
114-233 |
115-116 |
|
| S3 |
113-313 |
114-117 |
115-094 |
|
| S4 |
113-073 |
113-197 |
115-028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-080 |
115-030 |
1-050 |
1.0% |
0-182 |
0.5% |
97% |
True |
False |
584,076 |
| 10 |
116-080 |
114-220 |
1-180 |
1.3% |
0-095 |
0.3% |
98% |
True |
False |
329,215 |
| 20 |
116-080 |
113-080 |
3-000 |
2.6% |
0-078 |
0.2% |
99% |
True |
False |
172,341 |
| 40 |
116-080 |
111-230 |
4-170 |
3.9% |
0-058 |
0.2% |
99% |
True |
False |
87,657 |
| 60 |
116-080 |
109-270 |
6-130 |
5.5% |
0-039 |
0.1% |
100% |
True |
False |
58,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-010 |
|
2.618 |
119-062 |
|
1.618 |
118-022 |
|
1.000 |
117-120 |
|
0.618 |
116-302 |
|
HIGH |
116-080 |
|
0.618 |
115-262 |
|
0.500 |
115-220 |
|
0.382 |
115-178 |
|
LOW |
115-040 |
|
0.618 |
114-138 |
|
1.000 |
114-000 |
|
1.618 |
113-098 |
|
2.618 |
112-058 |
|
4.250 |
110-110 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-013 |
116-012 |
| PP |
115-277 |
115-273 |
| S1 |
115-220 |
115-215 |
|