CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 04-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116-115 |
116-180 |
0-065 |
0.2% |
115-210 |
| High |
116-200 |
117-020 |
0-140 |
0.4% |
115-270 |
| Low |
116-070 |
116-170 |
0-100 |
0.3% |
115-030 |
| Close |
116-195 |
116-300 |
0-105 |
0.3% |
115-160 |
| Range |
0-130 |
0-170 |
0-040 |
30.8% |
0-240 |
| ATR |
0-161 |
0-161 |
0-001 |
0.4% |
0-000 |
| Volume |
1,171,654 |
857,236 |
-314,418 |
-26.8% |
2,394,643 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-140 |
118-070 |
117-074 |
|
| R3 |
117-290 |
117-220 |
117-027 |
|
| R2 |
117-120 |
117-120 |
117-011 |
|
| R1 |
117-050 |
117-050 |
116-316 |
117-085 |
| PP |
116-270 |
116-270 |
116-270 |
116-288 |
| S1 |
116-200 |
116-200 |
116-284 |
116-235 |
| S2 |
116-100 |
116-100 |
116-269 |
|
| S3 |
115-250 |
116-030 |
116-253 |
|
| S4 |
115-080 |
115-180 |
116-206 |
|
|
| 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 |
117-020 |
115-030 |
1-310 |
1.7% |
0-206 |
0.6% |
94% |
True |
False |
841,512 |
| 10 |
117-020 |
114-220 |
2-120 |
2.0% |
0-125 |
0.3% |
95% |
True |
False |
524,500 |
| 20 |
117-020 |
113-080 |
3-260 |
3.3% |
0-092 |
0.2% |
97% |
True |
False |
271,859 |
| 40 |
117-020 |
111-230 |
5-110 |
4.6% |
0-066 |
0.2% |
98% |
True |
False |
138,331 |
| 60 |
117-020 |
109-270 |
7-070 |
6.2% |
0-044 |
0.1% |
98% |
True |
False |
92,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-102 |
|
2.618 |
118-145 |
|
1.618 |
117-295 |
|
1.000 |
117-190 |
|
0.618 |
117-125 |
|
HIGH |
117-020 |
|
0.618 |
116-275 |
|
0.500 |
116-255 |
|
0.382 |
116-235 |
|
LOW |
116-170 |
|
0.618 |
116-065 |
|
1.000 |
116-000 |
|
1.618 |
115-215 |
|
2.618 |
115-045 |
|
4.250 |
114-088 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-285 |
116-210 |
| PP |
116-270 |
116-120 |
| S1 |
116-255 |
116-030 |
|