CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 11-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
114-070 |
113-200 |
-0-190 |
-0.5% |
113-200 |
High |
114-070 |
113-210 |
-0-180 |
-0.5% |
114-160 |
Low |
114-020 |
113-200 |
-0-140 |
-0.4% |
113-080 |
Close |
114-030 |
113-210 |
-0-140 |
-0.4% |
114-030 |
Range |
0-050 |
0-010 |
-0-040 |
-80.0% |
1-080 |
ATR |
0-161 |
0-160 |
-0-001 |
-0.5% |
0-000 |
Volume |
12,302 |
5,367 |
-6,935 |
-56.4% |
75,576 |
|
Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-237 |
113-233 |
113-216 |
|
R3 |
113-227 |
113-223 |
113-213 |
|
R2 |
113-217 |
113-217 |
113-212 |
|
R1 |
113-213 |
113-213 |
113-211 |
113-215 |
PP |
113-207 |
113-207 |
113-207 |
113-208 |
S1 |
113-203 |
113-203 |
113-209 |
113-205 |
S2 |
113-197 |
113-197 |
113-208 |
|
S3 |
113-187 |
113-193 |
113-207 |
|
S4 |
113-177 |
113-183 |
113-204 |
|
|
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 |
113-252 |
2.618 |
113-236 |
1.618 |
113-226 |
1.000 |
113-220 |
0.618 |
113-216 |
HIGH |
113-210 |
0.618 |
113-206 |
0.500 |
113-205 |
0.382 |
113-204 |
LOW |
113-200 |
0.618 |
113-194 |
1.000 |
113-190 |
1.618 |
113-184 |
2.618 |
113-174 |
4.250 |
113-158 |
|
|
Fisher Pivots for day following 11-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
113-208 |
113-280 |
PP |
113-207 |
113-257 |
S1 |
113-205 |
113-233 |
|