CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-135 |
115-040 |
-0-095 |
-0.3% |
115-020 |
| High |
115-155 |
115-230 |
0-075 |
0.2% |
115-205 |
| Low |
114-175 |
115-040 |
0-185 |
0.5% |
114-065 |
| Close |
114-280 |
115-230 |
0-270 |
0.7% |
115-100 |
| Range |
0-300 |
0-190 |
-0-110 |
-36.7% |
1-140 |
| ATR |
0-228 |
0-231 |
0-003 |
1.3% |
0-000 |
| Volume |
826,763 |
655,134 |
-171,629 |
-20.8% |
4,475,421 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-097 |
117-033 |
116-014 |
|
| R3 |
116-227 |
116-163 |
115-282 |
|
| R2 |
116-037 |
116-037 |
115-265 |
|
| R1 |
115-293 |
115-293 |
115-247 |
116-005 |
| PP |
115-167 |
115-167 |
115-167 |
115-182 |
| S1 |
115-103 |
115-103 |
115-213 |
115-135 |
| S2 |
114-297 |
114-297 |
115-195 |
|
| S3 |
114-107 |
114-233 |
115-178 |
|
| S4 |
113-237 |
114-043 |
115-126 |
|
|
| 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 |
115-230 |
114-065 |
1-165 |
1.3% |
0-206 |
0.6% |
100% |
True |
False |
850,587 |
| 10 |
115-230 |
113-165 |
2-065 |
1.9% |
0-196 |
0.5% |
100% |
True |
False |
901,444 |
| 20 |
115-230 |
112-270 |
2-280 |
2.5% |
0-198 |
0.5% |
100% |
True |
False |
955,394 |
| 40 |
116-010 |
111-135 |
4-195 |
4.0% |
0-207 |
0.6% |
93% |
False |
False |
963,974 |
| 60 |
116-010 |
111-050 |
4-280 |
4.2% |
0-198 |
0.5% |
94% |
False |
False |
911,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-078 |
|
2.618 |
117-087 |
|
1.618 |
116-217 |
|
1.000 |
116-100 |
|
0.618 |
116-027 |
|
HIGH |
115-230 |
|
0.618 |
115-157 |
|
0.500 |
115-135 |
|
0.382 |
115-113 |
|
LOW |
115-040 |
|
0.618 |
114-243 |
|
1.000 |
114-170 |
|
1.618 |
114-053 |
|
2.618 |
113-183 |
|
4.250 |
112-192 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-198 |
115-168 |
| PP |
115-167 |
115-105 |
| S1 |
115-135 |
115-042 |
|