CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 29-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
113-180 |
114-025 |
0-165 |
0.5% |
113-180 |
| High |
114-135 |
114-045 |
-0-090 |
-0.2% |
114-065 |
| Low |
113-160 |
113-235 |
0-075 |
0.2% |
112-270 |
| Close |
114-085 |
114-035 |
-0-050 |
-0.1% |
113-140 |
| Range |
0-295 |
0-130 |
-0-165 |
-55.9% |
1-115 |
| ATR |
0-248 |
0-242 |
-0-006 |
-2.2% |
0-000 |
| Volume |
1,105,564 |
797,229 |
-308,335 |
-27.9% |
4,647,561 |
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-068 |
115-022 |
114-106 |
|
| R3 |
114-258 |
114-212 |
114-071 |
|
| R2 |
114-128 |
114-128 |
114-059 |
|
| R1 |
114-082 |
114-082 |
114-047 |
114-105 |
| PP |
113-318 |
113-318 |
113-318 |
114-010 |
| S1 |
113-272 |
113-272 |
114-023 |
113-295 |
| S2 |
113-188 |
113-188 |
114-011 |
|
| S3 |
113-058 |
113-142 |
113-319 |
|
| S4 |
112-248 |
113-012 |
113-284 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-183 |
116-277 |
114-059 |
|
| R3 |
116-068 |
115-162 |
113-260 |
|
| R2 |
114-273 |
114-273 |
113-220 |
|
| R1 |
114-047 |
114-047 |
113-180 |
113-262 |
| PP |
113-158 |
113-158 |
113-158 |
113-106 |
| S1 |
112-252 |
112-252 |
113-100 |
112-148 |
| S2 |
112-043 |
112-043 |
113-060 |
|
| S3 |
110-248 |
111-137 |
113-020 |
|
| S4 |
109-133 |
110-022 |
112-221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-135 |
112-270 |
1-185 |
1.4% |
0-205 |
0.6% |
80% |
False |
False |
949,151 |
| 10 |
115-160 |
112-270 |
2-210 |
2.3% |
0-200 |
0.5% |
48% |
False |
False |
1,009,344 |
| 20 |
116-010 |
112-270 |
3-060 |
2.8% |
0-224 |
0.6% |
40% |
False |
False |
1,034,977 |
| 40 |
116-010 |
111-050 |
4-280 |
4.3% |
0-224 |
0.6% |
61% |
False |
False |
1,040,436 |
| 60 |
116-010 |
111-050 |
4-280 |
4.3% |
0-186 |
0.5% |
61% |
False |
False |
765,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-278 |
|
2.618 |
115-065 |
|
1.618 |
114-255 |
|
1.000 |
114-175 |
|
0.618 |
114-125 |
|
HIGH |
114-045 |
|
0.618 |
113-315 |
|
0.500 |
113-300 |
|
0.382 |
113-285 |
|
LOW |
113-235 |
|
0.618 |
113-155 |
|
1.000 |
113-105 |
|
1.618 |
113-025 |
|
2.618 |
112-215 |
|
4.250 |
112-002 |
|
|
| Fisher Pivots for day following 29-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-017 |
114-015 |
| PP |
113-318 |
113-315 |
| S1 |
113-300 |
113-295 |
|