CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 05-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116-180 |
117-080 |
0-220 |
0.6% |
115-100 |
| High |
117-020 |
117-220 |
0-200 |
0.5% |
117-220 |
| Low |
116-170 |
116-200 |
0-030 |
0.1% |
115-040 |
| Close |
116-300 |
116-200 |
-0-100 |
-0.3% |
116-200 |
| Range |
0-170 |
1-020 |
0-170 |
100.0% |
2-180 |
| ATR |
0-161 |
0-174 |
0-013 |
7.9% |
0-000 |
| Volume |
857,236 |
846,616 |
-10,620 |
-1.2% |
3,567,453 |
|
| Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-053 |
119-147 |
117-067 |
|
| R3 |
119-033 |
118-127 |
116-294 |
|
| R2 |
118-013 |
118-013 |
116-262 |
|
| R1 |
117-107 |
117-107 |
116-231 |
117-050 |
| PP |
116-313 |
116-313 |
116-313 |
116-285 |
| S1 |
116-087 |
116-087 |
116-169 |
116-030 |
| S2 |
115-293 |
115-293 |
116-138 |
|
| S3 |
114-273 |
115-067 |
116-106 |
|
| S4 |
113-253 |
114-047 |
116-013 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-053 |
122-307 |
118-011 |
|
| R3 |
121-193 |
120-127 |
117-106 |
|
| R2 |
119-013 |
119-013 |
117-030 |
|
| R1 |
117-267 |
117-267 |
116-275 |
118-140 |
| PP |
116-153 |
116-153 |
116-153 |
116-250 |
| S1 |
115-087 |
115-087 |
116-125 |
115-280 |
| S2 |
113-293 |
113-293 |
116-050 |
|
| S3 |
111-113 |
112-227 |
115-294 |
|
| S4 |
108-253 |
110-047 |
115-069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-220 |
115-030 |
2-190 |
2.2% |
0-248 |
0.7% |
59% |
True |
False |
868,921 |
| 10 |
117-220 |
114-220 |
3-000 |
2.6% |
0-159 |
0.4% |
65% |
True |
False |
601,639 |
| 20 |
117-220 |
113-200 |
4-020 |
3.5% |
0-090 |
0.2% |
74% |
True |
False |
313,560 |
| 40 |
117-220 |
111-230 |
5-310 |
5.1% |
0-074 |
0.2% |
82% |
True |
False |
159,488 |
| 60 |
117-220 |
109-270 |
7-270 |
6.7% |
0-050 |
0.1% |
86% |
True |
False |
106,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-065 |
|
2.618 |
120-150 |
|
1.618 |
119-130 |
|
1.000 |
118-240 |
|
0.618 |
118-110 |
|
HIGH |
117-220 |
|
0.618 |
117-090 |
|
0.500 |
117-050 |
|
0.382 |
117-010 |
|
LOW |
116-200 |
|
0.618 |
115-310 |
|
1.000 |
115-180 |
|
1.618 |
114-290 |
|
2.618 |
113-270 |
|
4.250 |
112-035 |
|
|
| Fisher Pivots for day following 05-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-050 |
116-305 |
| PP |
116-313 |
116-270 |
| S1 |
116-257 |
116-235 |
|