CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 05-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-020 |
114-260 |
-0-080 |
-0.2% |
113-180 |
| High |
115-085 |
114-275 |
-0-130 |
-0.4% |
115-060 |
| Low |
114-255 |
114-215 |
-0-040 |
-0.1% |
113-160 |
| Close |
114-270 |
114-225 |
-0-045 |
-0.1% |
115-010 |
| Range |
0-150 |
0-060 |
-0-090 |
-60.0% |
1-220 |
| ATR |
0-235 |
0-223 |
-0-013 |
-5.3% |
0-000 |
| Volume |
1,029,426 |
674,956 |
-354,470 |
-34.4% |
4,959,921 |
|
| Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-098 |
115-062 |
114-258 |
|
| R3 |
115-038 |
115-002 |
114-242 |
|
| R2 |
114-298 |
114-298 |
114-236 |
|
| R1 |
114-262 |
114-262 |
114-230 |
114-250 |
| PP |
114-238 |
114-238 |
114-238 |
114-232 |
| S1 |
114-202 |
114-202 |
114-220 |
114-190 |
| S2 |
114-178 |
114-178 |
114-214 |
|
| S3 |
114-118 |
114-142 |
114-208 |
|
| S4 |
114-058 |
114-082 |
114-192 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-203 |
119-007 |
115-307 |
|
| R3 |
117-303 |
117-107 |
115-158 |
|
| R2 |
116-083 |
116-083 |
115-109 |
|
| R1 |
115-207 |
115-207 |
115-060 |
115-305 |
| PP |
114-183 |
114-183 |
114-183 |
114-232 |
| S1 |
113-307 |
113-307 |
114-280 |
114-085 |
| S2 |
112-283 |
112-283 |
114-231 |
|
| S3 |
111-063 |
112-087 |
114-182 |
|
| S4 |
109-163 |
110-187 |
114-033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-085 |
113-165 |
1-240 |
1.5% |
0-187 |
0.5% |
68% |
False |
False |
952,302 |
| 10 |
115-085 |
112-270 |
2-135 |
2.1% |
0-196 |
0.5% |
77% |
False |
False |
950,726 |
| 20 |
116-010 |
112-270 |
3-060 |
2.8% |
0-216 |
0.6% |
58% |
False |
False |
1,022,824 |
| 40 |
116-010 |
111-050 |
4-280 |
4.3% |
0-210 |
0.6% |
73% |
False |
False |
990,711 |
| 60 |
116-010 |
111-050 |
4-280 |
4.3% |
0-195 |
0.5% |
73% |
False |
False |
843,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-210 |
|
2.618 |
115-112 |
|
1.618 |
115-052 |
|
1.000 |
115-015 |
|
0.618 |
114-312 |
|
HIGH |
114-275 |
|
0.618 |
114-252 |
|
0.500 |
114-245 |
|
0.382 |
114-238 |
|
LOW |
114-215 |
|
0.618 |
114-178 |
|
1.000 |
114-155 |
|
1.618 |
114-118 |
|
2.618 |
114-058 |
|
4.250 |
113-280 |
|
|
| Fisher Pivots for day following 05-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-245 |
114-310 |
| PP |
114-238 |
114-282 |
| S1 |
114-232 |
114-253 |
|