CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 01-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114-025 |
115-035 |
1-010 |
0.9% |
113-180 |
| High |
115-000 |
115-060 |
0-060 |
0.2% |
115-060 |
| Low |
114-025 |
114-215 |
0-190 |
0.5% |
113-160 |
| Close |
114-265 |
115-010 |
0-065 |
0.2% |
115-010 |
| Range |
0-295 |
0-165 |
-0-130 |
-44.1% |
1-220 |
| ATR |
0-248 |
0-242 |
-0-006 |
-2.4% |
0-000 |
| Volume |
1,059,677 |
1,146,131 |
86,454 |
8.2% |
4,959,921 |
|
| Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-163 |
116-092 |
115-101 |
|
| R3 |
115-318 |
115-247 |
115-055 |
|
| R2 |
115-153 |
115-153 |
115-040 |
|
| R1 |
115-082 |
115-082 |
115-025 |
115-035 |
| PP |
114-308 |
114-308 |
114-308 |
114-285 |
| S1 |
114-237 |
114-237 |
114-315 |
114-190 |
| S2 |
114-143 |
114-143 |
114-300 |
|
| S3 |
113-298 |
114-072 |
114-285 |
|
| S4 |
113-133 |
113-227 |
114-239 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-203 |
119-007 |
115-307 |
|
| R3 |
117-303 |
117-107 |
115-158 |
|
| R2 |
116-083 |
116-083 |
115-109 |
|
| R1 |
115-207 |
115-207 |
115-060 |
115-305 |
| PP |
114-183 |
114-183 |
114-183 |
114-232 |
| S1 |
113-307 |
113-307 |
114-280 |
114-085 |
| S2 |
112-283 |
112-283 |
114-231 |
|
| S3 |
111-063 |
112-087 |
114-182 |
|
| S4 |
109-163 |
110-187 |
114-033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-060 |
113-160 |
1-220 |
1.5% |
0-230 |
0.6% |
91% |
True |
False |
991,984 |
| 10 |
115-060 |
112-270 |
2-110 |
2.0% |
0-202 |
0.5% |
93% |
True |
False |
960,748 |
| 20 |
116-010 |
112-270 |
3-060 |
2.8% |
0-234 |
0.6% |
69% |
False |
False |
1,033,244 |
| 40 |
116-010 |
111-050 |
4-280 |
4.2% |
0-221 |
0.6% |
79% |
False |
False |
1,006,893 |
| 60 |
116-010 |
111-050 |
4-280 |
4.2% |
0-192 |
0.5% |
79% |
False |
False |
816,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-121 |
|
2.618 |
116-172 |
|
1.618 |
116-007 |
|
1.000 |
115-225 |
|
0.618 |
115-162 |
|
HIGH |
115-060 |
|
0.618 |
114-317 |
|
0.500 |
114-298 |
|
0.382 |
114-278 |
|
LOW |
114-215 |
|
0.618 |
114-113 |
|
1.000 |
114-050 |
|
1.618 |
113-268 |
|
2.618 |
113-103 |
|
4.250 |
112-154 |
|
|
| Fisher Pivots for day following 01-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-319 |
114-258 |
| PP |
114-308 |
114-185 |
| S1 |
114-298 |
114-112 |
|