CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 04-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117-190 |
117-255 |
0-065 |
0.2% |
116-255 |
| High |
117-225 |
118-000 |
0-095 |
0.3% |
117-010 |
| Low |
117-170 |
117-255 |
0-085 |
0.2% |
116-100 |
| Close |
117-220 |
117-295 |
0-075 |
0.2% |
116-220 |
| Range |
0-055 |
0-065 |
0-010 |
18.2% |
0-230 |
| ATR |
0-201 |
0-194 |
-0-007 |
-3.6% |
0-000 |
| Volume |
230,740 |
130,791 |
-99,949 |
-43.3% |
5,389,923 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-165 |
118-135 |
118-011 |
|
| R3 |
118-100 |
118-070 |
117-313 |
|
| R2 |
118-035 |
118-035 |
117-307 |
|
| R1 |
118-005 |
118-005 |
117-301 |
118-020 |
| PP |
117-290 |
117-290 |
117-290 |
117-298 |
| S1 |
117-260 |
117-260 |
117-289 |
117-275 |
| S2 |
117-225 |
117-225 |
117-283 |
|
| S3 |
117-160 |
117-195 |
117-277 |
|
| S4 |
117-095 |
117-130 |
117-259 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-267 |
118-153 |
117-026 |
|
| R3 |
118-037 |
117-243 |
116-283 |
|
| R2 |
117-127 |
117-127 |
116-262 |
|
| R1 |
117-013 |
117-013 |
116-241 |
116-275 |
| PP |
116-217 |
116-217 |
116-217 |
116-188 |
| S1 |
116-103 |
116-103 |
116-199 |
116-045 |
| S2 |
115-307 |
115-307 |
116-178 |
|
| S3 |
115-077 |
115-193 |
116-157 |
|
| S4 |
114-167 |
114-283 |
116-094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-000 |
116-080 |
1-240 |
1.5% |
0-169 |
0.4% |
96% |
True |
False |
671,176 |
| 10 |
118-000 |
115-300 |
2-020 |
1.7% |
0-146 |
0.4% |
96% |
True |
False |
776,323 |
| 20 |
118-000 |
114-175 |
3-145 |
2.9% |
0-160 |
0.4% |
98% |
True |
False |
779,330 |
| 40 |
118-000 |
112-270 |
5-050 |
4.4% |
0-188 |
0.5% |
98% |
True |
False |
893,738 |
| 60 |
118-000 |
111-050 |
6-270 |
5.8% |
0-191 |
0.5% |
99% |
True |
False |
912,331 |
| 80 |
118-000 |
111-050 |
6-270 |
5.8% |
0-187 |
0.5% |
99% |
True |
False |
836,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-276 |
|
2.618 |
118-170 |
|
1.618 |
118-105 |
|
1.000 |
118-065 |
|
0.618 |
118-040 |
|
HIGH |
118-000 |
|
0.618 |
117-295 |
|
0.500 |
117-288 |
|
0.382 |
117-280 |
|
LOW |
117-255 |
|
0.618 |
117-215 |
|
1.000 |
117-190 |
|
1.618 |
117-150 |
|
2.618 |
117-085 |
|
4.250 |
116-299 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-292 |
117-210 |
| PP |
117-290 |
117-125 |
| S1 |
117-288 |
117-040 |
|