CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 11-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-180 |
115-135 |
-0-045 |
-0.1% |
115-020 |
| High |
115-205 |
115-155 |
-0-050 |
-0.1% |
115-205 |
| Low |
115-090 |
114-175 |
-0-235 |
-0.6% |
114-065 |
| Close |
115-100 |
114-280 |
-0-140 |
-0.4% |
115-100 |
| Range |
0-115 |
0-300 |
0-185 |
160.9% |
1-140 |
| ATR |
0-222 |
0-228 |
0-006 |
2.5% |
0-000 |
| Volume |
1,128,914 |
826,763 |
-302,151 |
-26.8% |
4,475,421 |
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-250 |
117-085 |
115-125 |
|
| R3 |
116-270 |
116-105 |
115-042 |
|
| R2 |
115-290 |
115-290 |
115-015 |
|
| R1 |
115-125 |
115-125 |
114-308 |
115-058 |
| PP |
114-310 |
114-310 |
114-310 |
114-276 |
| S1 |
114-145 |
114-145 |
114-252 |
114-078 |
| S2 |
114-010 |
114-010 |
114-225 |
|
| S3 |
113-030 |
113-165 |
114-198 |
|
| S4 |
112-050 |
112-185 |
114-115 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-117 |
118-248 |
116-033 |
|
| R3 |
117-297 |
117-108 |
115-226 |
|
| R2 |
116-157 |
116-157 |
115-184 |
|
| R1 |
115-288 |
115-288 |
115-142 |
116-062 |
| PP |
115-017 |
115-017 |
115-017 |
115-064 |
| S1 |
114-148 |
114-148 |
115-058 |
114-242 |
| S2 |
113-197 |
113-197 |
115-016 |
|
| S3 |
112-057 |
113-008 |
114-294 |
|
| S4 |
110-237 |
111-188 |
114-167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-205 |
114-065 |
1-140 |
1.3% |
0-180 |
0.5% |
47% |
False |
False |
854,551 |
| 10 |
115-205 |
113-165 |
2-040 |
1.8% |
0-190 |
0.5% |
64% |
False |
False |
915,654 |
| 20 |
116-010 |
112-270 |
3-060 |
2.8% |
0-200 |
0.5% |
64% |
False |
False |
984,094 |
| 40 |
116-010 |
111-085 |
4-245 |
4.1% |
0-206 |
0.6% |
76% |
False |
False |
972,756 |
| 60 |
116-010 |
111-050 |
4-280 |
4.2% |
0-195 |
0.5% |
76% |
False |
False |
901,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-150 |
|
2.618 |
117-300 |
|
1.618 |
117-000 |
|
1.000 |
116-135 |
|
0.618 |
116-020 |
|
HIGH |
115-155 |
|
0.618 |
115-040 |
|
0.500 |
115-005 |
|
0.382 |
114-290 |
|
LOW |
114-175 |
|
0.618 |
113-310 |
|
1.000 |
113-195 |
|
1.618 |
113-010 |
|
2.618 |
112-030 |
|
4.250 |
110-180 |
|
|
| Fisher Pivots for day following 11-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-005 |
115-030 |
| PP |
114-310 |
115-007 |
| S1 |
114-295 |
114-303 |
|