CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-145 |
115-280 |
0-135 |
0.4% |
115-135 |
| High |
115-290 |
116-130 |
0-160 |
0.4% |
116-130 |
| Low |
115-125 |
115-280 |
0-155 |
0.4% |
114-175 |
| Close |
115-260 |
116-030 |
0-090 |
0.2% |
116-030 |
| Range |
0-165 |
0-170 |
0-005 |
3.0% |
1-275 |
| ATR |
0-225 |
0-222 |
-0-002 |
-1.1% |
0-000 |
| Volume |
806,090 |
785,906 |
-20,184 |
-2.5% |
3,879,397 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-230 |
117-140 |
116-124 |
|
| R3 |
117-060 |
116-290 |
116-077 |
|
| R2 |
116-210 |
116-210 |
116-061 |
|
| R1 |
116-120 |
116-120 |
116-046 |
116-165 |
| PP |
116-040 |
116-040 |
116-040 |
116-062 |
| S1 |
115-270 |
115-270 |
116-014 |
115-315 |
| S2 |
115-190 |
115-190 |
115-319 |
|
| S3 |
115-020 |
115-100 |
115-303 |
|
| S4 |
114-170 |
114-250 |
115-256 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-083 |
120-172 |
117-037 |
|
| R3 |
119-128 |
118-217 |
116-194 |
|
| R2 |
117-173 |
117-173 |
116-139 |
|
| R1 |
116-262 |
116-262 |
116-085 |
117-058 |
| PP |
115-218 |
115-218 |
115-218 |
115-276 |
| S1 |
114-307 |
114-307 |
115-295 |
115-102 |
| S2 |
113-263 |
113-263 |
115-241 |
|
| S3 |
111-308 |
113-032 |
115-186 |
|
| S4 |
110-033 |
111-077 |
115-023 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-130 |
114-175 |
1-275 |
1.6% |
0-207 |
0.6% |
83% |
True |
False |
775,879 |
| 10 |
116-130 |
114-065 |
2-065 |
1.9% |
0-178 |
0.5% |
86% |
True |
False |
835,481 |
| 20 |
116-130 |
112-270 |
3-180 |
3.1% |
0-190 |
0.5% |
91% |
True |
False |
898,115 |
| 40 |
116-130 |
112-055 |
4-075 |
3.6% |
0-203 |
0.5% |
93% |
True |
False |
960,505 |
| 60 |
116-130 |
111-050 |
5-080 |
4.5% |
0-206 |
0.6% |
94% |
True |
False |
948,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-212 |
|
2.618 |
117-255 |
|
1.618 |
117-085 |
|
1.000 |
116-300 |
|
0.618 |
116-235 |
|
HIGH |
116-130 |
|
0.618 |
116-065 |
|
0.500 |
116-045 |
|
0.382 |
116-025 |
|
LOW |
115-280 |
|
0.618 |
115-175 |
|
1.000 |
115-110 |
|
1.618 |
115-005 |
|
2.618 |
114-155 |
|
4.250 |
113-198 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-045 |
116-007 |
| PP |
116-040 |
115-303 |
| S1 |
116-035 |
115-280 |
|