CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 25-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
114-220 |
115-210 |
0-310 |
0.8% |
115-050 |
High |
114-260 |
115-210 |
0-270 |
0.7% |
115-140 |
Low |
114-220 |
115-210 |
0-310 |
0.8% |
114-220 |
Close |
114-250 |
115-190 |
0-260 |
0.7% |
114-250 |
Range |
0-040 |
0-000 |
-0-040 |
-100.0% |
0-240 |
ATR |
0-138 |
0-148 |
0-010 |
7.4% |
0-000 |
Volume |
54,294 |
166,209 |
111,915 |
206.1% |
220,557 |
|
Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-203 |
115-197 |
115-190 |
|
R3 |
115-203 |
115-197 |
115-190 |
|
R2 |
115-203 |
115-203 |
115-190 |
|
R1 |
115-197 |
115-197 |
115-190 |
115-200 |
PP |
115-203 |
115-203 |
115-203 |
115-205 |
S1 |
115-197 |
115-197 |
115-190 |
115-200 |
S2 |
115-203 |
115-203 |
115-190 |
|
S3 |
115-203 |
115-197 |
115-190 |
|
S4 |
115-203 |
115-197 |
115-190 |
|
|
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 |
115-210 |
2.618 |
115-210 |
1.618 |
115-210 |
1.000 |
115-210 |
0.618 |
115-210 |
HIGH |
115-210 |
0.618 |
115-210 |
0.500 |
115-210 |
0.382 |
115-210 |
LOW |
115-210 |
0.618 |
115-210 |
1.000 |
115-210 |
1.618 |
115-210 |
2.618 |
115-210 |
4.250 |
115-210 |
|
|
Fisher Pivots for day following 25-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
115-210 |
115-145 |
PP |
115-203 |
115-100 |
S1 |
115-197 |
115-055 |
|