CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 08-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2008 |
08-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114-280 |
115-180 |
0-220 |
0.6% |
115-020 |
| High |
115-200 |
115-205 |
0-005 |
0.0% |
115-205 |
| Low |
114-280 |
115-090 |
0-130 |
0.4% |
114-065 |
| Close |
115-190 |
115-100 |
-0-090 |
-0.2% |
115-100 |
| Range |
0-240 |
0-115 |
-0-125 |
-52.1% |
1-140 |
| ATR |
0-230 |
0-222 |
-0-008 |
-3.6% |
0-000 |
| Volume |
960,930 |
1,128,914 |
167,984 |
17.5% |
4,475,421 |
|
| Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-157 |
116-083 |
115-163 |
|
| R3 |
116-042 |
115-288 |
115-132 |
|
| R2 |
115-247 |
115-247 |
115-121 |
|
| R1 |
115-173 |
115-173 |
115-111 |
115-152 |
| PP |
115-132 |
115-132 |
115-132 |
115-121 |
| S1 |
115-058 |
115-058 |
115-089 |
115-038 |
| S2 |
115-017 |
115-017 |
115-079 |
|
| S3 |
114-222 |
114-263 |
115-068 |
|
| S4 |
114-107 |
114-148 |
115-037 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-117 |
118-248 |
116-033 |
|
| R3 |
117-297 |
117-108 |
115-226 |
|
| R2 |
116-157 |
116-157 |
115-184 |
|
| R1 |
115-288 |
115-288 |
115-142 |
116-062 |
| PP |
115-017 |
115-017 |
115-017 |
115-064 |
| S1 |
114-148 |
114-148 |
115-058 |
114-242 |
| S2 |
113-197 |
113-197 |
115-016 |
|
| S3 |
112-057 |
113-008 |
114-294 |
|
| S4 |
110-237 |
111-188 |
114-167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-205 |
114-065 |
1-140 |
1.2% |
0-150 |
0.4% |
77% |
True |
False |
895,084 |
| 10 |
115-205 |
113-160 |
2-045 |
1.9% |
0-190 |
0.5% |
85% |
True |
False |
943,534 |
| 20 |
116-010 |
112-270 |
3-060 |
2.8% |
0-203 |
0.6% |
77% |
False |
False |
1,012,250 |
| 40 |
116-010 |
111-050 |
4-280 |
4.2% |
0-204 |
0.6% |
85% |
False |
False |
979,852 |
| 60 |
116-010 |
111-050 |
4-280 |
4.2% |
0-193 |
0.5% |
85% |
False |
False |
889,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-054 |
|
2.618 |
116-186 |
|
1.618 |
116-071 |
|
1.000 |
116-000 |
|
0.618 |
115-276 |
|
HIGH |
115-205 |
|
0.618 |
115-161 |
|
0.500 |
115-148 |
|
0.382 |
115-134 |
|
LOW |
115-090 |
|
0.618 |
115-019 |
|
1.000 |
114-295 |
|
1.618 |
114-224 |
|
2.618 |
114-109 |
|
4.250 |
113-241 |
|
|
| Fisher Pivots for day following 08-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-148 |
115-058 |
| PP |
115-132 |
115-017 |
| S1 |
115-116 |
114-295 |
|