CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 18-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
114-210 |
115-050 |
0-160 |
0.4% |
113-200 |
High |
115-000 |
115-080 |
0-080 |
0.2% |
115-000 |
Low |
114-210 |
115-050 |
0-160 |
0.4% |
113-200 |
Close |
114-280 |
115-060 |
0-100 |
0.3% |
114-280 |
Range |
0-110 |
0-030 |
-0-080 |
-72.7% |
1-120 |
ATR |
0-152 |
0-150 |
-0-002 |
-1.5% |
0-000 |
Volume |
10,111 |
14,988 |
4,877 |
48.2% |
76,261 |
|
Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-153 |
115-137 |
115-076 |
|
R3 |
115-123 |
115-107 |
115-068 |
|
R2 |
115-093 |
115-093 |
115-066 |
|
R1 |
115-077 |
115-077 |
115-063 |
115-085 |
PP |
115-063 |
115-063 |
115-063 |
115-068 |
S1 |
115-047 |
115-047 |
115-057 |
115-055 |
S2 |
115-033 |
115-033 |
115-054 |
|
S3 |
115-003 |
115-017 |
115-052 |
|
S4 |
114-293 |
114-307 |
115-044 |
|
|
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 |
115-208 |
2.618 |
115-159 |
1.618 |
115-129 |
1.000 |
115-110 |
0.618 |
115-099 |
HIGH |
115-080 |
0.618 |
115-069 |
0.500 |
115-065 |
0.382 |
115-061 |
LOW |
115-050 |
0.618 |
115-031 |
1.000 |
115-020 |
1.618 |
115-001 |
2.618 |
114-291 |
4.250 |
114-242 |
|
|
Fisher Pivots for day following 18-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
115-065 |
115-028 |
PP |
115-063 |
114-317 |
S1 |
115-062 |
114-285 |
|