CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 03-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
115-100 |
116-115 |
1-015 |
0.9% |
115-210 |
| High |
116-080 |
116-200 |
0-120 |
0.3% |
115-270 |
| Low |
115-040 |
116-070 |
1-030 |
1.0% |
115-030 |
| Close |
116-070 |
116-195 |
0-125 |
0.3% |
115-160 |
| Range |
1-040 |
0-130 |
-0-230 |
-63.9% |
0-240 |
| ATR |
0-163 |
0-161 |
-0-002 |
-1.4% |
0-000 |
| Volume |
691,947 |
1,171,654 |
479,707 |
69.3% |
2,394,643 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-225 |
117-180 |
116-266 |
|
| R3 |
117-095 |
117-050 |
116-231 |
|
| R2 |
116-285 |
116-285 |
116-219 |
|
| R1 |
116-240 |
116-240 |
116-207 |
116-262 |
| PP |
116-155 |
116-155 |
116-155 |
116-166 |
| S1 |
116-110 |
116-110 |
116-183 |
116-132 |
| S2 |
116-025 |
116-025 |
116-171 |
|
| S3 |
115-215 |
115-300 |
116-159 |
|
| S4 |
115-085 |
115-170 |
116-124 |
|
|
| 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 |
116-200 |
115-030 |
1-170 |
1.3% |
0-200 |
0.5% |
99% |
True |
False |
764,660 |
| 10 |
116-200 |
114-220 |
1-300 |
1.7% |
0-108 |
0.3% |
99% |
True |
False |
445,027 |
| 20 |
116-200 |
113-080 |
3-120 |
2.9% |
0-084 |
0.2% |
100% |
True |
False |
229,655 |
| 40 |
116-200 |
111-230 |
4-290 |
4.2% |
0-062 |
0.2% |
100% |
True |
False |
116,945 |
| 60 |
116-200 |
109-270 |
6-250 |
5.8% |
0-042 |
0.1% |
100% |
True |
False |
77,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-112 |
|
2.618 |
117-220 |
|
1.618 |
117-090 |
|
1.000 |
117-010 |
|
0.618 |
116-280 |
|
HIGH |
116-200 |
|
0.618 |
116-150 |
|
0.500 |
116-135 |
|
0.382 |
116-120 |
|
LOW |
116-070 |
|
0.618 |
115-310 |
|
1.000 |
115-260 |
|
1.618 |
115-180 |
|
2.618 |
115-050 |
|
4.250 |
114-158 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-175 |
116-115 |
| PP |
116-155 |
116-035 |
| S1 |
116-135 |
115-275 |
|