CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 08-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2008 |
08-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
114-120 |
114-070 |
-0-050 |
-0.1% |
113-200 |
High |
114-160 |
114-070 |
-0-090 |
-0.2% |
114-160 |
Low |
113-080 |
114-020 |
0-260 |
0.7% |
113-080 |
Close |
114-120 |
114-030 |
-0-090 |
-0.2% |
114-030 |
Range |
1-080 |
0-050 |
-1-030 |
-87.5% |
1-080 |
ATR |
0-165 |
0-161 |
-0-005 |
-2.8% |
0-000 |
Volume |
12,594 |
12,302 |
-292 |
-2.3% |
75,576 |
|
Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-190 |
114-160 |
114-058 |
|
R3 |
114-140 |
114-110 |
114-044 |
|
R2 |
114-090 |
114-090 |
114-039 |
|
R1 |
114-060 |
114-060 |
114-035 |
114-050 |
PP |
114-040 |
114-040 |
114-040 |
114-035 |
S1 |
114-010 |
114-010 |
114-025 |
114-000 |
S2 |
113-310 |
113-310 |
114-021 |
|
S3 |
113-260 |
113-280 |
114-016 |
|
S4 |
113-210 |
113-230 |
114-002 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-223 |
117-047 |
114-250 |
|
R3 |
116-143 |
115-287 |
114-140 |
|
R2 |
115-063 |
115-063 |
114-103 |
|
R1 |
114-207 |
114-207 |
114-067 |
114-295 |
PP |
113-303 |
113-303 |
113-303 |
114-028 |
S1 |
113-127 |
113-127 |
113-313 |
113-215 |
S2 |
112-223 |
112-223 |
113-277 |
|
S3 |
111-143 |
112-047 |
113-240 |
|
S4 |
110-063 |
110-287 |
113-130 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-282 |
2.618 |
114-201 |
1.618 |
114-151 |
1.000 |
114-120 |
0.618 |
114-101 |
HIGH |
114-070 |
0.618 |
114-051 |
0.500 |
114-045 |
0.382 |
114-039 |
LOW |
114-020 |
0.618 |
113-309 |
1.000 |
113-290 |
1.618 |
113-259 |
2.618 |
113-209 |
4.250 |
113-128 |
|
|
Fisher Pivots for day following 08-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
114-045 |
114-007 |
PP |
114-040 |
113-303 |
S1 |
114-035 |
113-280 |
|