CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-040 |
115-235 |
0-195 |
0.5% |
115-020 |
| High |
115-230 |
116-000 |
0-090 |
0.2% |
115-205 |
| Low |
115-040 |
115-110 |
0-070 |
0.2% |
114-065 |
| Close |
115-230 |
115-130 |
-0-100 |
-0.3% |
115-100 |
| Range |
0-190 |
0-210 |
0-020 |
10.5% |
1-140 |
| ATR |
0-231 |
0-229 |
-0-001 |
-0.6% |
0-000 |
| Volume |
655,134 |
805,504 |
150,370 |
23.0% |
4,475,421 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-177 |
117-043 |
115-246 |
|
| R3 |
116-287 |
116-153 |
115-188 |
|
| R2 |
116-077 |
116-077 |
115-168 |
|
| R1 |
115-263 |
115-263 |
115-149 |
115-225 |
| PP |
115-187 |
115-187 |
115-187 |
115-168 |
| S1 |
115-053 |
115-053 |
115-111 |
115-015 |
| S2 |
114-297 |
114-297 |
115-092 |
|
| S3 |
114-087 |
114-163 |
115-072 |
|
| S4 |
113-197 |
113-273 |
115-014 |
|
|
| 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 |
116-000 |
114-175 |
1-145 |
1.3% |
0-211 |
0.6% |
59% |
True |
False |
875,449 |
| 10 |
116-000 |
114-025 |
1-295 |
1.7% |
0-191 |
0.5% |
69% |
True |
False |
896,863 |
| 20 |
116-000 |
112-270 |
3-050 |
2.7% |
0-197 |
0.5% |
81% |
True |
False |
935,483 |
| 40 |
116-010 |
111-260 |
4-070 |
3.7% |
0-208 |
0.6% |
85% |
False |
False |
967,974 |
| 60 |
116-010 |
111-050 |
4-280 |
4.2% |
0-201 |
0.5% |
87% |
False |
False |
924,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-252 |
|
2.618 |
117-230 |
|
1.618 |
117-020 |
|
1.000 |
116-210 |
|
0.618 |
116-130 |
|
HIGH |
116-000 |
|
0.618 |
115-240 |
|
0.500 |
115-215 |
|
0.382 |
115-190 |
|
LOW |
115-110 |
|
0.618 |
114-300 |
|
1.000 |
114-220 |
|
1.618 |
114-090 |
|
2.618 |
113-200 |
|
4.250 |
112-178 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-215 |
115-116 |
| PP |
115-187 |
115-102 |
| S1 |
115-158 |
115-088 |
|