CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 04-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-035 |
115-020 |
-0-015 |
0.0% |
113-180 |
| High |
115-060 |
115-085 |
0-025 |
0.1% |
115-060 |
| Low |
114-215 |
114-255 |
0-040 |
0.1% |
113-160 |
| Close |
115-010 |
114-270 |
-0-060 |
-0.2% |
115-010 |
| Range |
0-165 |
0-150 |
-0-015 |
-9.1% |
1-220 |
| ATR |
0-242 |
0-235 |
-0-007 |
-2.7% |
0-000 |
| Volume |
1,146,131 |
1,029,426 |
-116,705 |
-10.2% |
4,959,921 |
|
| Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-120 |
116-025 |
115-032 |
|
| R3 |
115-290 |
115-195 |
114-311 |
|
| R2 |
115-140 |
115-140 |
114-298 |
|
| R1 |
115-045 |
115-045 |
114-284 |
115-018 |
| PP |
114-310 |
114-310 |
114-310 |
114-296 |
| S1 |
114-215 |
114-215 |
114-256 |
114-188 |
| S2 |
114-160 |
114-160 |
114-242 |
|
| S3 |
114-010 |
114-065 |
114-229 |
|
| S4 |
113-180 |
113-235 |
114-188 |
|
|
| 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 |
115-085 |
113-165 |
1-240 |
1.5% |
0-201 |
0.5% |
76% |
True |
False |
976,756 |
| 10 |
115-085 |
112-270 |
2-135 |
2.1% |
0-206 |
0.6% |
83% |
True |
False |
955,086 |
| 20 |
116-010 |
112-270 |
3-060 |
2.8% |
0-221 |
0.6% |
63% |
False |
False |
1,038,654 |
| 40 |
116-010 |
111-050 |
4-280 |
4.2% |
0-216 |
0.6% |
76% |
False |
False |
1,005,164 |
| 60 |
116-010 |
111-050 |
4-280 |
4.2% |
0-194 |
0.5% |
76% |
False |
False |
832,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-082 |
|
2.618 |
116-158 |
|
1.618 |
116-008 |
|
1.000 |
115-235 |
|
0.618 |
115-178 |
|
HIGH |
115-085 |
|
0.618 |
115-028 |
|
0.500 |
115-010 |
|
0.382 |
114-312 |
|
LOW |
114-255 |
|
0.618 |
114-162 |
|
1.000 |
114-105 |
|
1.618 |
114-012 |
|
2.618 |
113-182 |
|
4.250 |
112-258 |
|
|
| Fisher Pivots for day following 04-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-010 |
114-252 |
| PP |
114-310 |
114-233 |
| S1 |
114-290 |
114-215 |
|