CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-170 |
116-205 |
0-035 |
0.1% |
115-135 |
| High |
116-245 |
116-205 |
-0-040 |
-0.1% |
116-130 |
| Low |
116-170 |
116-070 |
-0-100 |
-0.3% |
114-175 |
| Close |
116-210 |
116-100 |
-0-110 |
-0.3% |
116-030 |
| Range |
0-075 |
0-135 |
0-060 |
80.0% |
1-275 |
| ATR |
0-207 |
0-202 |
-0-005 |
-2.3% |
0-000 |
| Volume |
777,804 |
778,772 |
968 |
0.1% |
3,879,397 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-210 |
117-130 |
116-174 |
|
| R3 |
117-075 |
116-315 |
116-137 |
|
| R2 |
116-260 |
116-260 |
116-125 |
|
| R1 |
116-180 |
116-180 |
116-112 |
116-152 |
| PP |
116-125 |
116-125 |
116-125 |
116-111 |
| S1 |
116-045 |
116-045 |
116-088 |
116-018 |
| S2 |
115-310 |
115-310 |
116-075 |
|
| S3 |
115-175 |
115-230 |
116-063 |
|
| S4 |
115-040 |
115-095 |
116-026 |
|
|
| 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 |
116-245 |
115-280 |
0-285 |
0.8% |
0-131 |
0.4% |
49% |
False |
False |
683,764 |
| 10 |
116-245 |
114-175 |
2-070 |
1.9% |
0-164 |
0.4% |
80% |
False |
False |
764,122 |
| 20 |
116-245 |
113-135 |
3-110 |
2.9% |
0-183 |
0.5% |
86% |
False |
False |
847,138 |
| 40 |
116-245 |
112-270 |
3-295 |
3.4% |
0-199 |
0.5% |
88% |
False |
False |
942,212 |
| 60 |
116-245 |
111-050 |
5-195 |
4.8% |
0-208 |
0.6% |
92% |
False |
False |
975,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-139 |
|
2.618 |
117-238 |
|
1.618 |
117-103 |
|
1.000 |
117-020 |
|
0.618 |
116-288 |
|
HIGH |
116-205 |
|
0.618 |
116-153 |
|
0.500 |
116-138 |
|
0.382 |
116-122 |
|
LOW |
116-070 |
|
0.618 |
115-307 |
|
1.000 |
115-255 |
|
1.618 |
115-172 |
|
2.618 |
115-037 |
|
4.250 |
114-136 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-138 |
116-152 |
| PP |
116-125 |
116-135 |
| S1 |
116-112 |
116-118 |
|