CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 31-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
113-290 |
114-025 |
0-055 |
0.2% |
113-180 |
| High |
114-110 |
115-000 |
0-210 |
0.6% |
114-065 |
| Low |
113-165 |
114-025 |
0-180 |
0.5% |
112-270 |
| Close |
114-035 |
114-265 |
0-230 |
0.6% |
113-140 |
| Range |
0-265 |
0-295 |
0-030 |
11.3% |
1-115 |
| ATR |
0-244 |
0-248 |
0-004 |
1.5% |
0-000 |
| Volume |
851,320 |
1,059,677 |
208,357 |
24.5% |
4,647,561 |
|
| Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-128 |
117-012 |
115-107 |
|
| R3 |
116-153 |
116-037 |
115-026 |
|
| R2 |
115-178 |
115-178 |
114-319 |
|
| R1 |
115-062 |
115-062 |
114-292 |
115-120 |
| PP |
114-203 |
114-203 |
114-203 |
114-232 |
| S1 |
114-087 |
114-087 |
114-238 |
114-145 |
| S2 |
113-228 |
113-228 |
114-211 |
|
| S3 |
112-253 |
113-112 |
114-184 |
|
| S4 |
111-278 |
112-137 |
114-103 |
|
|
| 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 |
115-000 |
113-135 |
1-185 |
1.4% |
0-246 |
0.7% |
89% |
True |
False |
961,782 |
| 10 |
115-000 |
112-270 |
2-050 |
1.9% |
0-204 |
0.6% |
92% |
True |
False |
963,241 |
| 20 |
116-010 |
112-270 |
3-060 |
2.8% |
0-234 |
0.6% |
62% |
False |
False |
1,023,840 |
| 40 |
116-010 |
111-050 |
4-280 |
4.2% |
0-223 |
0.6% |
75% |
False |
False |
1,015,956 |
| 60 |
116-010 |
111-050 |
4-280 |
4.2% |
0-192 |
0.5% |
75% |
False |
False |
797,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-294 |
|
2.618 |
117-132 |
|
1.618 |
116-157 |
|
1.000 |
115-295 |
|
0.618 |
115-182 |
|
HIGH |
115-000 |
|
0.618 |
114-207 |
|
0.500 |
114-172 |
|
0.382 |
114-138 |
|
LOW |
114-025 |
|
0.618 |
113-163 |
|
1.000 |
113-050 |
|
1.618 |
112-188 |
|
2.618 |
111-213 |
|
4.250 |
110-051 |
|
|
| Fisher Pivots for day following 31-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-234 |
114-204 |
| PP |
114-203 |
114-143 |
| S1 |
114-172 |
114-082 |
|