CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 22-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
115-020 |
114-220 |
-0-120 |
-0.3% |
115-050 |
High |
115-020 |
114-260 |
-0-080 |
-0.2% |
115-140 |
Low |
115-020 |
114-220 |
-0-120 |
-0.3% |
114-220 |
Close |
115-020 |
114-250 |
-0-090 |
-0.2% |
114-250 |
Range |
0-000 |
0-040 |
0-040 |
|
0-240 |
ATR |
0-139 |
0-138 |
-0-001 |
-1.0% |
0-000 |
Volume |
75,234 |
54,294 |
-20,940 |
-27.8% |
220,557 |
|
Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-043 |
115-027 |
114-272 |
|
R3 |
115-003 |
114-307 |
114-261 |
|
R2 |
114-283 |
114-283 |
114-257 |
|
R1 |
114-267 |
114-267 |
114-254 |
114-275 |
PP |
114-243 |
114-243 |
114-243 |
114-248 |
S1 |
114-227 |
114-227 |
114-246 |
114-235 |
S2 |
114-203 |
114-203 |
114-243 |
|
S3 |
114-163 |
114-187 |
114-239 |
|
S4 |
114-123 |
114-147 |
114-228 |
|
|
Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-070 |
116-240 |
115-062 |
|
R3 |
116-150 |
116-000 |
114-316 |
|
R2 |
115-230 |
115-230 |
114-294 |
|
R1 |
115-080 |
115-080 |
114-272 |
115-035 |
PP |
114-310 |
114-310 |
114-310 |
114-288 |
S1 |
114-160 |
114-160 |
114-228 |
114-115 |
S2 |
114-070 |
114-070 |
114-206 |
|
S3 |
113-150 |
113-240 |
114-184 |
|
S4 |
112-230 |
113-000 |
114-118 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-110 |
2.618 |
115-045 |
1.618 |
115-005 |
1.000 |
114-300 |
0.618 |
114-285 |
HIGH |
114-260 |
0.618 |
114-245 |
0.500 |
114-240 |
0.382 |
114-235 |
LOW |
114-220 |
0.618 |
114-195 |
1.000 |
114-180 |
1.618 |
114-155 |
2.618 |
114-115 |
4.250 |
114-050 |
|
|
Fisher Pivots for day following 22-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
114-247 |
115-020 |
PP |
114-243 |
114-310 |
S1 |
114-240 |
114-280 |
|