CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-060 |
116-180 |
0-120 |
0.3% |
115-135 |
| High |
116-150 |
116-200 |
0-050 |
0.1% |
116-130 |
| Low |
116-015 |
116-060 |
0-045 |
0.1% |
114-175 |
| Close |
116-125 |
116-085 |
-0-040 |
-0.1% |
116-030 |
| Range |
0-135 |
0-140 |
0-005 |
3.7% |
1-275 |
| ATR |
0-216 |
0-211 |
-0-005 |
-2.5% |
0-000 |
| Volume |
597,848 |
478,491 |
-119,357 |
-20.0% |
3,879,397 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-215 |
117-130 |
116-162 |
|
| R3 |
117-075 |
116-310 |
116-124 |
|
| R2 |
116-255 |
116-255 |
116-111 |
|
| R1 |
116-170 |
116-170 |
116-098 |
116-142 |
| PP |
116-115 |
116-115 |
116-115 |
116-101 |
| S1 |
116-030 |
116-030 |
116-072 |
116-002 |
| S2 |
115-295 |
115-295 |
116-059 |
|
| S3 |
115-155 |
115-210 |
116-046 |
|
| S4 |
115-015 |
115-070 |
116-008 |
|
|
| 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 |
116-200 |
115-110 |
1-090 |
1.1% |
0-164 |
0.4% |
72% |
True |
False |
694,767 |
| 10 |
116-200 |
114-065 |
2-135 |
2.1% |
0-185 |
0.5% |
85% |
True |
False |
772,677 |
| 20 |
116-200 |
112-270 |
3-250 |
3.3% |
0-190 |
0.5% |
90% |
True |
False |
861,702 |
| 40 |
116-200 |
112-060 |
4-140 |
3.8% |
0-203 |
0.5% |
92% |
True |
False |
941,241 |
| 60 |
116-200 |
111-050 |
5-150 |
4.7% |
0-208 |
0.6% |
93% |
True |
False |
960,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-155 |
|
2.618 |
117-247 |
|
1.618 |
117-107 |
|
1.000 |
117-020 |
|
0.618 |
116-287 |
|
HIGH |
116-200 |
|
0.618 |
116-147 |
|
0.500 |
116-130 |
|
0.382 |
116-113 |
|
LOW |
116-060 |
|
0.618 |
115-293 |
|
1.000 |
115-240 |
|
1.618 |
115-153 |
|
2.618 |
115-013 |
|
4.250 |
114-105 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-130 |
116-083 |
| PP |
116-115 |
116-082 |
| S1 |
116-100 |
116-080 |
|