CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 22-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-205 |
116-080 |
-0-125 |
-0.3% |
116-060 |
| High |
116-205 |
116-080 |
-0-125 |
-0.3% |
116-245 |
| Low |
116-070 |
115-300 |
-0-090 |
-0.2% |
115-300 |
| Close |
116-100 |
116-005 |
-0-095 |
-0.3% |
116-005 |
| Range |
0-135 |
0-100 |
-0-035 |
-25.9% |
0-265 |
| ATR |
0-202 |
0-196 |
-0-006 |
-2.9% |
0-000 |
| Volume |
778,772 |
890,819 |
112,047 |
14.4% |
3,523,734 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-002 |
116-263 |
116-060 |
|
| R3 |
116-222 |
116-163 |
116-032 |
|
| R2 |
116-122 |
116-122 |
116-023 |
|
| R1 |
116-063 |
116-063 |
116-014 |
116-042 |
| PP |
116-022 |
116-022 |
116-022 |
116-011 |
| S1 |
115-283 |
115-283 |
115-316 |
115-262 |
| S2 |
115-242 |
115-242 |
115-307 |
|
| S3 |
115-142 |
115-183 |
115-298 |
|
| S4 |
115-042 |
115-083 |
115-270 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-232 |
118-063 |
116-151 |
|
| R3 |
117-287 |
117-118 |
116-078 |
|
| R2 |
117-022 |
117-022 |
116-054 |
|
| R1 |
116-173 |
116-173 |
116-029 |
116-125 |
| PP |
116-077 |
116-077 |
116-077 |
116-052 |
| S1 |
115-228 |
115-228 |
115-301 |
115-180 |
| S2 |
115-132 |
115-132 |
115-276 |
|
| S3 |
114-187 |
114-283 |
115-252 |
|
| S4 |
113-242 |
114-018 |
115-179 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-245 |
115-300 |
0-265 |
0.7% |
0-117 |
0.3% |
9% |
False |
True |
704,746 |
| 10 |
116-245 |
114-175 |
2-070 |
1.9% |
0-162 |
0.4% |
66% |
False |
False |
740,313 |
| 20 |
116-245 |
113-160 |
3-085 |
2.8% |
0-176 |
0.5% |
77% |
False |
False |
841,923 |
| 40 |
116-245 |
112-270 |
3-295 |
3.4% |
0-196 |
0.5% |
81% |
False |
False |
941,400 |
| 60 |
116-245 |
111-050 |
5-195 |
4.8% |
0-207 |
0.6% |
87% |
False |
False |
976,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-185 |
|
2.618 |
117-022 |
|
1.618 |
116-242 |
|
1.000 |
116-180 |
|
0.618 |
116-142 |
|
HIGH |
116-080 |
|
0.618 |
116-042 |
|
0.500 |
116-030 |
|
0.382 |
116-018 |
|
LOW |
115-300 |
|
0.618 |
115-238 |
|
1.000 |
115-200 |
|
1.618 |
115-138 |
|
2.618 |
115-038 |
|
4.250 |
114-195 |
|
|
| Fisher Pivots for day following 22-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-030 |
116-112 |
| PP |
116-022 |
116-077 |
| S1 |
116-013 |
116-041 |
|