CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 12-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
113-200 |
114-160 |
0-280 |
0.8% |
113-200 |
High |
113-210 |
114-160 |
0-270 |
0.7% |
114-160 |
Low |
113-200 |
114-160 |
0-280 |
0.8% |
113-080 |
Close |
113-210 |
114-160 |
0-270 |
0.7% |
114-030 |
Range |
0-010 |
0-000 |
-0-010 |
-100.0% |
1-080 |
ATR |
0-160 |
0-168 |
0-008 |
4.9% |
0-000 |
Volume |
5,367 |
2,385 |
-2,982 |
-55.6% |
75,576 |
|
Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-160 |
114-160 |
114-160 |
|
R3 |
114-160 |
114-160 |
114-160 |
|
R2 |
114-160 |
114-160 |
114-160 |
|
R1 |
114-160 |
114-160 |
114-160 |
114-160 |
PP |
114-160 |
114-160 |
114-160 |
114-160 |
S1 |
114-160 |
114-160 |
114-160 |
114-160 |
S2 |
114-160 |
114-160 |
114-160 |
|
S3 |
114-160 |
114-160 |
114-160 |
|
S4 |
114-160 |
114-160 |
114-160 |
|
|
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 |
114-160 |
2.618 |
114-160 |
1.618 |
114-160 |
1.000 |
114-160 |
0.618 |
114-160 |
HIGH |
114-160 |
0.618 |
114-160 |
0.500 |
114-160 |
0.382 |
114-160 |
LOW |
114-160 |
0.618 |
114-160 |
1.000 |
114-160 |
1.618 |
114-160 |
2.618 |
114-160 |
4.250 |
114-160 |
|
|
Fisher Pivots for day following 12-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
114-160 |
114-113 |
PP |
114-160 |
114-067 |
S1 |
114-160 |
114-020 |
|