CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 29-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
115-220 |
115-270 |
0-050 |
0.1% |
115-210 |
High |
115-250 |
115-270 |
0-020 |
0.1% |
115-270 |
Low |
115-120 |
115-030 |
-0-090 |
-0.2% |
115-030 |
Close |
115-220 |
115-160 |
-0-060 |
-0.2% |
115-160 |
Range |
0-130 |
0-240 |
0-110 |
84.6% |
0-240 |
ATR |
0-141 |
0-148 |
0-007 |
5.0% |
0-000 |
Volume |
709,571 |
777,156 |
67,585 |
9.5% |
2,394,643 |
|
Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-233 |
117-117 |
115-292 |
|
R3 |
116-313 |
116-197 |
115-226 |
|
R2 |
116-073 |
116-073 |
115-204 |
|
R1 |
115-277 |
115-277 |
115-182 |
115-215 |
PP |
115-153 |
115-153 |
115-153 |
115-122 |
S1 |
115-037 |
115-037 |
115-138 |
114-295 |
S2 |
114-233 |
114-233 |
115-116 |
|
S3 |
113-313 |
114-117 |
115-094 |
|
S4 |
113-073 |
113-197 |
115-028 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-233 |
117-117 |
115-292 |
|
R3 |
116-313 |
116-197 |
115-226 |
|
R2 |
116-073 |
116-073 |
115-204 |
|
R1 |
115-277 |
115-277 |
115-182 |
115-215 |
PP |
115-153 |
115-153 |
115-153 |
115-122 |
S1 |
115-037 |
115-037 |
115-138 |
114-295 |
S2 |
114-233 |
114-233 |
115-116 |
|
S3 |
113-313 |
114-117 |
115-094 |
|
S4 |
113-073 |
113-197 |
115-028 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
115-270 |
115-030 |
0-240 |
0.6% |
0-110 |
0.3% |
54% |
True |
True |
478,928 |
10 |
115-270 |
114-220 |
1-050 |
1.0% |
0-062 |
0.2% |
70% |
True |
False |
261,520 |
20 |
115-270 |
113-080 |
2-190 |
2.2% |
0-060 |
0.2% |
87% |
True |
False |
138,351 |
40 |
115-270 |
111-230 |
4-040 |
3.6% |
0-050 |
0.1% |
92% |
True |
False |
70,358 |
60 |
115-270 |
109-270 |
6-000 |
5.2% |
0-033 |
0.1% |
94% |
True |
False |
46,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-010 |
2.618 |
117-258 |
1.618 |
117-018 |
1.000 |
116-190 |
0.618 |
116-098 |
HIGH |
115-270 |
0.618 |
115-178 |
0.500 |
115-150 |
0.382 |
115-122 |
LOW |
115-030 |
0.618 |
114-202 |
1.000 |
114-110 |
1.618 |
113-282 |
2.618 |
113-042 |
4.250 |
111-290 |
|
|
Fisher Pivots for day following 29-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
115-157 |
115-157 |
PP |
115-153 |
115-153 |
S1 |
115-150 |
115-150 |
|