CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 09-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
115-115 |
116-070 |
0-275 |
0.7% |
115-100 |
| High |
116-135 |
117-020 |
0-205 |
0.6% |
117-220 |
| Low |
115-065 |
116-045 |
0-300 |
0.8% |
115-040 |
| Close |
116-135 |
116-295 |
0-160 |
0.4% |
116-200 |
| Range |
1-070 |
0-295 |
-0-095 |
-24.4% |
2-180 |
| ATR |
0-194 |
0-201 |
0-007 |
3.7% |
0-000 |
| Volume |
1,234,836 |
1,388,722 |
153,886 |
12.5% |
3,567,453 |
|
| Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-152 |
119-038 |
117-137 |
|
| R3 |
118-177 |
118-063 |
117-056 |
|
| R2 |
117-202 |
117-202 |
117-029 |
|
| R1 |
117-088 |
117-088 |
117-002 |
117-145 |
| PP |
116-227 |
116-227 |
116-227 |
116-255 |
| S1 |
116-113 |
116-113 |
116-268 |
116-170 |
| S2 |
115-252 |
115-252 |
116-241 |
|
| S3 |
114-277 |
115-138 |
116-214 |
|
| S4 |
113-302 |
114-163 |
116-133 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-053 |
122-307 |
118-011 |
|
| R3 |
121-193 |
120-127 |
117-106 |
|
| R2 |
119-013 |
119-013 |
117-030 |
|
| R1 |
117-267 |
117-267 |
116-275 |
118-140 |
| PP |
116-153 |
116-153 |
116-153 |
116-250 |
| S1 |
115-087 |
115-087 |
116-125 |
115-280 |
| S2 |
113-293 |
113-293 |
116-050 |
|
| S3 |
111-113 |
112-227 |
115-294 |
|
| S4 |
108-253 |
110-047 |
115-069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-220 |
115-065 |
2-155 |
2.1% |
0-265 |
0.7% |
69% |
False |
False |
1,099,812 |
| 10 |
117-220 |
115-030 |
2-190 |
2.2% |
0-224 |
0.6% |
70% |
False |
False |
841,944 |
| 20 |
117-220 |
114-160 |
3-060 |
2.7% |
0-121 |
0.3% |
76% |
False |
False |
443,855 |
| 40 |
117-220 |
111-230 |
5-310 |
5.1% |
0-080 |
0.2% |
87% |
False |
False |
224,990 |
| 60 |
117-220 |
109-270 |
7-270 |
6.7% |
0-061 |
0.2% |
90% |
False |
False |
150,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-314 |
|
2.618 |
119-152 |
|
1.618 |
118-177 |
|
1.000 |
117-315 |
|
0.618 |
117-202 |
|
HIGH |
117-020 |
|
0.618 |
116-227 |
|
0.500 |
116-192 |
|
0.382 |
116-158 |
|
LOW |
116-045 |
|
0.618 |
115-183 |
|
1.000 |
115-070 |
|
1.618 |
114-208 |
|
2.618 |
113-233 |
|
4.250 |
112-071 |
|
|
| Fisher Pivots for day following 09-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-261 |
116-244 |
| PP |
116-227 |
116-193 |
| S1 |
116-192 |
116-142 |
|