CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 15-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
114-170 |
114-210 |
0-040 |
0.1% |
113-200 |
High |
114-170 |
115-000 |
0-150 |
0.4% |
115-000 |
Low |
114-170 |
114-210 |
0-040 |
0.1% |
113-200 |
Close |
114-190 |
114-280 |
0-090 |
0.2% |
114-280 |
Range |
0-000 |
0-110 |
0-110 |
|
1-120 |
ATR |
0-154 |
0-152 |
-0-002 |
-1.1% |
0-000 |
Volume |
32,965 |
10,111 |
-22,854 |
-69.3% |
76,261 |
|
Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-280 |
115-230 |
115-020 |
|
R3 |
115-170 |
115-120 |
114-310 |
|
R2 |
115-060 |
115-060 |
114-300 |
|
R1 |
115-010 |
115-010 |
114-290 |
115-035 |
PP |
114-270 |
114-270 |
114-270 |
114-282 |
S1 |
114-220 |
114-220 |
114-270 |
114-245 |
S2 |
114-160 |
114-160 |
114-260 |
|
S3 |
114-050 |
114-110 |
114-250 |
|
S4 |
113-260 |
114-000 |
114-220 |
|
|
Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-200 |
118-040 |
115-202 |
|
R3 |
117-080 |
116-240 |
115-081 |
|
R2 |
115-280 |
115-280 |
115-041 |
|
R1 |
115-120 |
115-120 |
115-000 |
115-200 |
PP |
114-160 |
114-160 |
114-160 |
114-200 |
S1 |
114-000 |
114-000 |
114-240 |
114-080 |
S2 |
113-040 |
113-040 |
114-199 |
|
S3 |
111-240 |
112-200 |
114-159 |
|
S4 |
110-120 |
111-080 |
114-038 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-148 |
2.618 |
115-288 |
1.618 |
115-178 |
1.000 |
115-110 |
0.618 |
115-068 |
HIGH |
115-000 |
0.618 |
114-278 |
0.500 |
114-265 |
0.382 |
114-252 |
LOW |
114-210 |
0.618 |
114-142 |
1.000 |
114-100 |
1.618 |
114-032 |
2.618 |
113-242 |
4.250 |
113-062 |
|
|
Fisher Pivots for day following 15-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
114-275 |
114-268 |
PP |
114-270 |
114-257 |
S1 |
114-265 |
114-245 |
|