CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 18-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-280 |
116-060 |
0-100 |
0.3% |
115-135 |
| High |
116-130 |
116-150 |
0-020 |
0.1% |
116-130 |
| Low |
115-280 |
116-015 |
0-055 |
0.1% |
114-175 |
| Close |
116-030 |
116-125 |
0-095 |
0.3% |
116-030 |
| Range |
0-170 |
0-135 |
-0-035 |
-20.6% |
1-275 |
| ATR |
0-222 |
0-216 |
-0-006 |
-2.8% |
0-000 |
| Volume |
785,906 |
597,848 |
-188,058 |
-23.9% |
3,879,397 |
|
| Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-182 |
117-128 |
116-199 |
|
| R3 |
117-047 |
116-313 |
116-162 |
|
| R2 |
116-232 |
116-232 |
116-150 |
|
| R1 |
116-178 |
116-178 |
116-137 |
116-205 |
| PP |
116-097 |
116-097 |
116-097 |
116-110 |
| S1 |
116-043 |
116-043 |
116-113 |
116-070 |
| S2 |
115-282 |
115-282 |
116-100 |
|
| S3 |
115-147 |
115-228 |
116-088 |
|
| S4 |
115-012 |
115-093 |
116-051 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-083 |
120-172 |
117-037 |
|
| R3 |
119-128 |
118-217 |
116-194 |
|
| R2 |
117-173 |
117-173 |
116-139 |
|
| R1 |
116-262 |
116-262 |
116-085 |
117-058 |
| PP |
115-218 |
115-218 |
115-218 |
115-276 |
| S1 |
114-307 |
114-307 |
115-295 |
115-102 |
| S2 |
113-263 |
113-263 |
115-241 |
|
| S3 |
111-308 |
113-032 |
115-186 |
|
| S4 |
110-033 |
111-077 |
115-023 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-150 |
115-040 |
1-110 |
1.2% |
0-174 |
0.5% |
94% |
True |
False |
730,096 |
| 10 |
116-150 |
114-065 |
2-085 |
1.9% |
0-177 |
0.5% |
97% |
True |
False |
792,324 |
| 20 |
116-150 |
112-270 |
3-200 |
3.1% |
0-191 |
0.5% |
98% |
True |
False |
873,705 |
| 40 |
116-150 |
112-055 |
4-095 |
3.7% |
0-203 |
0.5% |
98% |
True |
False |
950,709 |
| 60 |
116-150 |
111-050 |
5-100 |
4.6% |
0-207 |
0.6% |
99% |
True |
False |
955,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-084 |
|
2.618 |
117-183 |
|
1.618 |
117-048 |
|
1.000 |
116-285 |
|
0.618 |
116-233 |
|
HIGH |
116-150 |
|
0.618 |
116-098 |
|
0.500 |
116-082 |
|
0.382 |
116-067 |
|
LOW |
116-015 |
|
0.618 |
115-252 |
|
1.000 |
115-200 |
|
1.618 |
115-117 |
|
2.618 |
114-302 |
|
4.250 |
114-081 |
|
|
| Fisher Pivots for day following 18-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-111 |
116-076 |
| PP |
116-097 |
116-027 |
| S1 |
116-082 |
115-298 |
|