CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 27-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
115-140 |
115-130 |
-0-010 |
0.0% |
115-050 |
High |
115-180 |
115-270 |
0-090 |
0.2% |
115-140 |
Low |
115-140 |
115-130 |
-0-010 |
0.0% |
114-220 |
Close |
115-180 |
115-260 |
0-080 |
0.2% |
114-250 |
Range |
0-040 |
0-140 |
0-100 |
250.0% |
0-240 |
ATR |
0-141 |
0-141 |
0-000 |
0.0% |
0-000 |
Volume |
268,733 |
472,974 |
204,241 |
76.0% |
220,557 |
|
Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-000 |
116-270 |
116-017 |
|
R3 |
116-180 |
116-130 |
115-298 |
|
R2 |
116-040 |
116-040 |
115-286 |
|
R1 |
115-310 |
115-310 |
115-273 |
116-015 |
PP |
115-220 |
115-220 |
115-220 |
115-232 |
S1 |
115-170 |
115-170 |
115-247 |
115-195 |
S2 |
115-080 |
115-080 |
115-234 |
|
S3 |
114-260 |
115-030 |
115-222 |
|
S4 |
114-120 |
114-210 |
115-183 |
|
|
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 |
117-225 |
2.618 |
116-317 |
1.618 |
116-177 |
1.000 |
116-090 |
0.618 |
116-037 |
HIGH |
115-270 |
0.618 |
115-217 |
0.500 |
115-200 |
0.382 |
115-183 |
LOW |
115-130 |
0.618 |
115-043 |
1.000 |
114-310 |
1.618 |
114-223 |
2.618 |
114-083 |
4.250 |
113-175 |
|
|
Fisher Pivots for day following 27-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
115-240 |
115-240 |
PP |
115-220 |
115-220 |
S1 |
115-200 |
115-200 |
|