CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 28-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
114-060 |
113-180 |
-0-200 |
-0.5% |
113-180 |
| High |
114-060 |
114-135 |
0-075 |
0.2% |
114-065 |
| Low |
113-135 |
113-160 |
0-025 |
0.1% |
112-270 |
| Close |
113-140 |
114-085 |
0-265 |
0.7% |
113-140 |
| Range |
0-245 |
0-295 |
0-050 |
20.4% |
1-115 |
| ATR |
0-243 |
0-248 |
0-005 |
2.1% |
0-000 |
| Volume |
995,122 |
1,105,564 |
110,442 |
11.1% |
4,647,561 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-265 |
116-150 |
114-247 |
|
| R3 |
115-290 |
115-175 |
114-166 |
|
| R2 |
114-315 |
114-315 |
114-139 |
|
| R1 |
114-200 |
114-200 |
114-112 |
114-258 |
| PP |
114-020 |
114-020 |
114-020 |
114-049 |
| S1 |
113-225 |
113-225 |
114-058 |
113-282 |
| S2 |
113-045 |
113-045 |
114-031 |
|
| S3 |
112-070 |
112-250 |
114-004 |
|
| S4 |
111-095 |
111-275 |
113-243 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-183 |
116-277 |
114-059 |
|
| R3 |
116-068 |
115-162 |
113-260 |
|
| R2 |
114-273 |
114-273 |
113-220 |
|
| R1 |
114-047 |
114-047 |
113-180 |
113-262 |
| PP |
113-158 |
113-158 |
113-158 |
113-106 |
| S1 |
112-252 |
112-252 |
113-100 |
112-148 |
| S2 |
112-043 |
112-043 |
113-060 |
|
| S3 |
110-248 |
111-137 |
113-020 |
|
| S4 |
109-133 |
110-022 |
112-221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-135 |
112-270 |
1-185 |
1.4% |
0-210 |
0.6% |
90% |
True |
False |
933,416 |
| 10 |
116-010 |
112-270 |
3-060 |
2.8% |
0-209 |
0.6% |
45% |
False |
False |
1,052,535 |
| 20 |
116-010 |
112-270 |
3-060 |
2.8% |
0-223 |
0.6% |
45% |
False |
False |
1,043,309 |
| 40 |
116-010 |
111-050 |
4-280 |
4.3% |
0-228 |
0.6% |
64% |
False |
False |
1,043,793 |
| 60 |
116-010 |
111-050 |
4-280 |
4.3% |
0-184 |
0.5% |
64% |
False |
False |
752,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-109 |
|
2.618 |
116-267 |
|
1.618 |
115-292 |
|
1.000 |
115-110 |
|
0.618 |
114-317 |
|
HIGH |
114-135 |
|
0.618 |
114-022 |
|
0.500 |
113-308 |
|
0.382 |
113-273 |
|
LOW |
113-160 |
|
0.618 |
112-298 |
|
1.000 |
112-185 |
|
1.618 |
112-003 |
|
2.618 |
111-028 |
|
4.250 |
109-186 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-052 |
114-048 |
| PP |
114-020 |
114-012 |
| S1 |
113-308 |
113-295 |
|