CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 26-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
115-210 |
115-140 |
-0-070 |
-0.2% |
115-050 |
High |
115-210 |
115-180 |
-0-030 |
-0.1% |
115-140 |
Low |
115-210 |
115-140 |
-0-070 |
-0.2% |
114-220 |
Close |
115-190 |
115-180 |
-0-010 |
0.0% |
114-250 |
Range |
0-000 |
0-040 |
0-040 |
|
0-240 |
ATR |
0-148 |
0-141 |
-0-007 |
-4.7% |
0-000 |
Volume |
166,209 |
268,733 |
102,524 |
61.7% |
220,557 |
|
Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-287 |
115-273 |
115-202 |
|
R3 |
115-247 |
115-233 |
115-191 |
|
R2 |
115-207 |
115-207 |
115-187 |
|
R1 |
115-193 |
115-193 |
115-184 |
115-200 |
PP |
115-167 |
115-167 |
115-167 |
115-170 |
S1 |
115-153 |
115-153 |
115-176 |
115-160 |
S2 |
115-127 |
115-127 |
115-173 |
|
S3 |
115-087 |
115-113 |
115-169 |
|
S4 |
115-047 |
115-073 |
115-158 |
|
|
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 |
116-030 |
2.618 |
115-285 |
1.618 |
115-245 |
1.000 |
115-220 |
0.618 |
115-205 |
HIGH |
115-180 |
0.618 |
115-165 |
0.500 |
115-160 |
0.382 |
115-155 |
LOW |
115-140 |
0.618 |
115-115 |
1.000 |
115-100 |
1.618 |
115-075 |
2.618 |
115-035 |
4.250 |
114-290 |
|
|
Fisher Pivots for day following 26-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
115-173 |
115-138 |
PP |
115-167 |
115-097 |
S1 |
115-160 |
115-055 |
|