CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 20-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
115-020 |
115-140 |
0-120 |
0.3% |
113-200 |
High |
115-020 |
115-140 |
0-120 |
0.3% |
115-000 |
Low |
115-020 |
115-140 |
0-120 |
0.3% |
113-200 |
Close |
115-020 |
115-140 |
0-120 |
0.3% |
114-280 |
Range |
|
|
|
|
|
ATR |
0-142 |
0-140 |
-0-002 |
-1.1% |
0-000 |
Volume |
13,535 |
62,506 |
48,971 |
361.8% |
76,261 |
|
Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-140 |
115-140 |
115-140 |
|
R3 |
115-140 |
115-140 |
115-140 |
|
R2 |
115-140 |
115-140 |
115-140 |
|
R1 |
115-140 |
115-140 |
115-140 |
115-140 |
PP |
115-140 |
115-140 |
115-140 |
115-140 |
S1 |
115-140 |
115-140 |
115-140 |
115-140 |
S2 |
115-140 |
115-140 |
115-140 |
|
S3 |
115-140 |
115-140 |
115-140 |
|
S4 |
115-140 |
115-140 |
115-140 |
|
|
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 |
115-140 |
2.618 |
115-140 |
1.618 |
115-140 |
1.000 |
115-140 |
0.618 |
115-140 |
HIGH |
115-140 |
0.618 |
115-140 |
0.500 |
115-140 |
0.382 |
115-140 |
LOW |
115-140 |
0.618 |
115-140 |
1.000 |
115-140 |
1.618 |
115-140 |
2.618 |
115-140 |
4.250 |
115-140 |
|
|
Fisher Pivots for day following 20-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
115-140 |
115-120 |
PP |
115-140 |
115-100 |
S1 |
115-140 |
115-080 |
|