CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 14-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-235 |
115-145 |
-0-090 |
-0.2% |
115-020 |
| High |
116-000 |
115-290 |
-0-030 |
-0.1% |
115-205 |
| Low |
115-110 |
115-125 |
0-015 |
0.0% |
114-065 |
| Close |
115-130 |
115-260 |
0-130 |
0.4% |
115-100 |
| Range |
0-210 |
0-165 |
-0-045 |
-21.4% |
1-140 |
| ATR |
0-229 |
0-225 |
-0-005 |
-2.0% |
0-000 |
| Volume |
805,504 |
806,090 |
586 |
0.1% |
4,475,421 |
|
| Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-080 |
117-015 |
116-031 |
|
| R3 |
116-235 |
116-170 |
115-305 |
|
| R2 |
116-070 |
116-070 |
115-290 |
|
| R1 |
116-005 |
116-005 |
115-275 |
116-038 |
| PP |
115-225 |
115-225 |
115-225 |
115-241 |
| S1 |
115-160 |
115-160 |
115-245 |
115-192 |
| S2 |
115-060 |
115-060 |
115-230 |
|
| S3 |
114-215 |
114-315 |
115-215 |
|
| S4 |
114-050 |
114-150 |
115-169 |
|
|
| 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 |
116-000 |
114-175 |
1-145 |
1.3% |
0-196 |
0.5% |
87% |
False |
False |
844,481 |
| 10 |
116-000 |
114-065 |
1-255 |
1.6% |
0-178 |
0.5% |
90% |
False |
False |
871,504 |
| 20 |
116-000 |
112-270 |
3-050 |
2.7% |
0-191 |
0.5% |
94% |
False |
False |
917,372 |
| 40 |
116-010 |
111-260 |
4-070 |
3.6% |
0-208 |
0.6% |
95% |
False |
False |
964,504 |
| 60 |
116-010 |
111-050 |
4-280 |
4.2% |
0-203 |
0.5% |
96% |
False |
False |
936,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-031 |
|
2.618 |
117-082 |
|
1.618 |
116-237 |
|
1.000 |
116-135 |
|
0.618 |
116-072 |
|
HIGH |
115-290 |
|
0.618 |
115-227 |
|
0.500 |
115-208 |
|
0.382 |
115-188 |
|
LOW |
115-125 |
|
0.618 |
115-023 |
|
1.000 |
114-280 |
|
1.618 |
114-178 |
|
2.618 |
114-013 |
|
4.250 |
113-064 |
|
|
| Fisher Pivots for day following 14-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-242 |
115-233 |
| PP |
115-225 |
115-207 |
| S1 |
115-208 |
115-180 |
|