CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117-080 |
115-115 |
-1-285 |
-1.6% |
115-100 |
| High |
117-220 |
116-135 |
-1-085 |
-1.1% |
117-220 |
| Low |
116-200 |
115-065 |
-1-135 |
-1.2% |
115-040 |
| Close |
116-200 |
116-135 |
-0-065 |
-0.2% |
116-200 |
| Range |
1-020 |
1-070 |
0-050 |
14.7% |
2-180 |
| ATR |
0-174 |
0-194 |
0-020 |
11.5% |
0-000 |
| Volume |
846,616 |
1,234,836 |
388,220 |
45.9% |
3,567,453 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-215 |
119-085 |
117-030 |
|
| R3 |
118-145 |
118-015 |
116-242 |
|
| R2 |
117-075 |
117-075 |
116-206 |
|
| R1 |
116-265 |
116-265 |
116-171 |
117-010 |
| PP |
116-005 |
116-005 |
116-005 |
116-038 |
| S1 |
115-195 |
115-195 |
116-099 |
115-260 |
| S2 |
114-255 |
114-255 |
116-064 |
|
| S3 |
113-185 |
114-125 |
116-028 |
|
| S4 |
112-115 |
113-055 |
115-240 |
|
|
| 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 |
115-040 |
2-180 |
2.2% |
0-278 |
0.7% |
51% |
False |
False |
960,457 |
| 10 |
117-220 |
115-030 |
2-190 |
2.2% |
0-194 |
0.5% |
51% |
False |
False |
719,693 |
| 20 |
117-220 |
113-200 |
4-020 |
3.5% |
0-106 |
0.3% |
69% |
False |
False |
374,687 |
| 40 |
117-220 |
111-230 |
5-310 |
5.1% |
0-084 |
0.2% |
79% |
False |
False |
190,302 |
| 60 |
117-220 |
109-270 |
7-270 |
6.7% |
0-056 |
0.2% |
84% |
False |
False |
126,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-192 |
|
2.618 |
119-196 |
|
1.618 |
118-126 |
|
1.000 |
117-205 |
|
0.618 |
117-056 |
|
HIGH |
116-135 |
|
0.618 |
115-306 |
|
0.500 |
115-260 |
|
0.382 |
115-214 |
|
LOW |
115-065 |
|
0.618 |
114-144 |
|
1.000 |
113-315 |
|
1.618 |
113-074 |
|
2.618 |
112-004 |
|
4.250 |
110-008 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-070 |
116-142 |
| PP |
116-005 |
116-140 |
| S1 |
115-260 |
116-138 |
|