CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 30-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
114-025 |
113-290 |
-0-055 |
-0.2% |
113-180 |
| High |
114-045 |
114-110 |
0-065 |
0.2% |
114-065 |
| Low |
113-235 |
113-165 |
-0-070 |
-0.2% |
112-270 |
| Close |
114-035 |
114-035 |
0-000 |
0.0% |
113-140 |
| Range |
0-130 |
0-265 |
0-135 |
103.8% |
1-115 |
| ATR |
0-242 |
0-244 |
0-002 |
0.7% |
0-000 |
| Volume |
797,229 |
851,320 |
54,091 |
6.8% |
4,647,561 |
|
| Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-152 |
116-038 |
114-181 |
|
| R3 |
115-207 |
115-093 |
114-108 |
|
| R2 |
114-262 |
114-262 |
114-084 |
|
| R1 |
114-148 |
114-148 |
114-059 |
114-205 |
| PP |
113-317 |
113-317 |
113-317 |
114-025 |
| S1 |
113-203 |
113-203 |
114-011 |
113-260 |
| S2 |
113-052 |
113-052 |
113-306 |
|
| S3 |
112-107 |
112-258 |
113-282 |
|
| S4 |
111-162 |
111-313 |
113-209 |
|
|
| 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 |
113-135 |
1-000 |
0.9% |
0-236 |
0.6% |
69% |
False |
False |
942,887 |
| 10 |
114-235 |
112-270 |
1-285 |
1.7% |
0-202 |
0.6% |
67% |
False |
False |
974,104 |
| 20 |
116-010 |
112-270 |
3-060 |
2.8% |
0-226 |
0.6% |
40% |
False |
False |
1,032,466 |
| 40 |
116-010 |
111-050 |
4-280 |
4.3% |
0-220 |
0.6% |
61% |
False |
False |
1,030,587 |
| 60 |
116-010 |
111-050 |
4-280 |
4.3% |
0-189 |
0.5% |
61% |
False |
False |
779,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-276 |
|
2.618 |
116-164 |
|
1.618 |
115-219 |
|
1.000 |
115-055 |
|
0.618 |
114-274 |
|
HIGH |
114-110 |
|
0.618 |
114-009 |
|
0.500 |
113-298 |
|
0.382 |
113-266 |
|
LOW |
113-165 |
|
0.618 |
113-001 |
|
1.000 |
112-220 |
|
1.618 |
112-056 |
|
2.618 |
111-111 |
|
4.250 |
109-319 |
|
|
| Fisher Pivots for day following 30-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-016 |
114-019 |
| PP |
113-317 |
114-003 |
| S1 |
113-298 |
113-308 |
|