CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 07-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114-240 |
114-280 |
0-040 |
0.1% |
113-180 |
| High |
114-250 |
115-200 |
0-270 |
0.7% |
115-060 |
| Low |
114-065 |
114-280 |
0-215 |
0.6% |
113-160 |
| Close |
114-155 |
115-190 |
1-035 |
1.0% |
115-010 |
| Range |
0-185 |
0-240 |
0-055 |
29.7% |
1-220 |
| ATR |
0-220 |
0-230 |
0-010 |
4.7% |
0-000 |
| Volume |
681,195 |
960,930 |
279,735 |
41.1% |
4,959,921 |
|
| Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-197 |
117-113 |
116-002 |
|
| R3 |
116-277 |
116-193 |
115-256 |
|
| R2 |
116-037 |
116-037 |
115-234 |
|
| R1 |
115-273 |
115-273 |
115-212 |
115-315 |
| PP |
115-117 |
115-117 |
115-117 |
115-138 |
| S1 |
115-033 |
115-033 |
115-168 |
115-075 |
| S2 |
114-197 |
114-197 |
115-146 |
|
| S3 |
113-277 |
114-113 |
115-124 |
|
| S4 |
113-037 |
113-193 |
115-058 |
|
|
| 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 |
115-200 |
114-065 |
1-135 |
1.2% |
0-160 |
0.4% |
98% |
True |
False |
898,527 |
| 10 |
115-200 |
113-135 |
2-065 |
1.9% |
0-203 |
0.5% |
99% |
True |
False |
930,155 |
| 20 |
116-010 |
112-270 |
3-060 |
2.8% |
0-220 |
0.6% |
86% |
False |
False |
1,009,648 |
| 40 |
116-010 |
111-050 |
4-280 |
4.2% |
0-208 |
0.6% |
91% |
False |
False |
978,197 |
| 60 |
116-010 |
111-050 |
4-280 |
4.2% |
0-194 |
0.5% |
91% |
False |
False |
870,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-260 |
|
2.618 |
117-188 |
|
1.618 |
116-268 |
|
1.000 |
116-120 |
|
0.618 |
116-028 |
|
HIGH |
115-200 |
|
0.618 |
115-108 |
|
0.500 |
115-080 |
|
0.382 |
115-052 |
|
LOW |
114-280 |
|
0.618 |
114-132 |
|
1.000 |
114-040 |
|
1.618 |
113-212 |
|
2.618 |
112-292 |
|
4.250 |
111-220 |
|
|
| Fisher Pivots for day following 07-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-153 |
115-118 |
| PP |
115-117 |
115-045 |
| S1 |
115-080 |
114-292 |
|