CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 06-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114-260 |
114-240 |
-0-020 |
-0.1% |
113-180 |
| High |
114-275 |
114-250 |
-0-025 |
-0.1% |
115-060 |
| Low |
114-215 |
114-065 |
-0-150 |
-0.4% |
113-160 |
| Close |
114-225 |
114-155 |
-0-070 |
-0.2% |
115-010 |
| Range |
0-060 |
0-185 |
0-125 |
208.3% |
1-220 |
| ATR |
0-223 |
0-220 |
-0-003 |
-1.2% |
0-000 |
| Volume |
674,956 |
681,195 |
6,239 |
0.9% |
4,959,921 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-072 |
115-298 |
114-257 |
|
| R3 |
115-207 |
115-113 |
114-206 |
|
| R2 |
115-022 |
115-022 |
114-189 |
|
| R1 |
114-248 |
114-248 |
114-172 |
114-202 |
| PP |
114-157 |
114-157 |
114-157 |
114-134 |
| S1 |
114-063 |
114-063 |
114-138 |
114-018 |
| S2 |
113-292 |
113-292 |
114-121 |
|
| S3 |
113-107 |
113-198 |
114-104 |
|
| S4 |
112-242 |
113-013 |
114-053 |
|
|
| 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 |
114-025 |
1-060 |
1.0% |
0-171 |
0.5% |
34% |
False |
False |
918,277 |
| 10 |
115-085 |
113-135 |
1-270 |
1.6% |
0-204 |
0.6% |
58% |
False |
False |
930,582 |
| 20 |
116-010 |
112-270 |
3-060 |
2.8% |
0-215 |
0.6% |
51% |
False |
False |
1,008,145 |
| 40 |
116-010 |
111-050 |
4-280 |
4.3% |
0-207 |
0.6% |
68% |
False |
False |
978,832 |
| 60 |
116-010 |
111-050 |
4-280 |
4.3% |
0-196 |
0.5% |
68% |
False |
False |
854,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-076 |
|
2.618 |
116-094 |
|
1.618 |
115-229 |
|
1.000 |
115-115 |
|
0.618 |
115-044 |
|
HIGH |
114-250 |
|
0.618 |
114-179 |
|
0.500 |
114-158 |
|
0.382 |
114-136 |
|
LOW |
114-065 |
|
0.618 |
113-271 |
|
1.000 |
113-200 |
|
1.618 |
113-086 |
|
2.618 |
112-221 |
|
4.250 |
111-239 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-158 |
114-235 |
| PP |
114-157 |
114-208 |
| S1 |
114-156 |
114-182 |
|