CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 25-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-080 |
116-255 |
0-175 |
0.5% |
116-060 |
| High |
116-080 |
116-315 |
0-235 |
0.6% |
116-245 |
| Low |
115-300 |
116-255 |
0-275 |
0.7% |
115-300 |
| Close |
116-005 |
116-260 |
0-255 |
0.7% |
116-005 |
| Range |
0-100 |
0-060 |
-0-040 |
-40.0% |
0-265 |
| ATR |
0-196 |
0-204 |
0-008 |
4.1% |
0-000 |
| Volume |
890,819 |
852,555 |
-38,264 |
-4.3% |
3,523,734 |
|
| Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-137 |
117-098 |
116-293 |
|
| R3 |
117-077 |
117-038 |
116-276 |
|
| R2 |
117-017 |
117-017 |
116-271 |
|
| R1 |
116-298 |
116-298 |
116-266 |
116-318 |
| PP |
116-277 |
116-277 |
116-277 |
116-286 |
| S1 |
116-238 |
116-238 |
116-254 |
116-258 |
| S2 |
116-217 |
116-217 |
116-249 |
|
| S3 |
116-157 |
116-178 |
116-244 |
|
| S4 |
116-097 |
116-118 |
116-227 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-232 |
118-063 |
116-151 |
|
| R3 |
117-287 |
117-118 |
116-078 |
|
| R2 |
117-022 |
117-022 |
116-054 |
|
| R1 |
116-173 |
116-173 |
116-029 |
116-125 |
| PP |
116-077 |
116-077 |
116-077 |
116-052 |
| S1 |
115-228 |
115-228 |
115-301 |
115-180 |
| S2 |
115-132 |
115-132 |
115-276 |
|
| S3 |
114-187 |
114-283 |
115-252 |
|
| S4 |
113-242 |
114-018 |
115-179 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-315 |
115-300 |
1-015 |
0.9% |
0-102 |
0.3% |
84% |
True |
False |
755,688 |
| 10 |
116-315 |
115-040 |
1-275 |
1.6% |
0-138 |
0.4% |
91% |
True |
False |
742,892 |
| 20 |
116-315 |
113-165 |
3-150 |
3.0% |
0-164 |
0.4% |
95% |
True |
False |
829,273 |
| 40 |
116-315 |
112-270 |
4-045 |
3.5% |
0-194 |
0.5% |
96% |
True |
False |
936,291 |
| 60 |
116-315 |
111-050 |
5-265 |
5.0% |
0-206 |
0.6% |
97% |
True |
False |
972,286 |
| 80 |
116-315 |
111-050 |
5-265 |
5.0% |
0-179 |
0.5% |
97% |
True |
False |
771,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-250 |
|
2.618 |
117-152 |
|
1.618 |
117-092 |
|
1.000 |
117-055 |
|
0.618 |
117-032 |
|
HIGH |
116-315 |
|
0.618 |
116-292 |
|
0.500 |
116-285 |
|
0.382 |
116-278 |
|
LOW |
116-255 |
|
0.618 |
116-218 |
|
1.000 |
116-195 |
|
1.618 |
116-158 |
|
2.618 |
116-098 |
|
4.250 |
116-000 |
|
|
| Fisher Pivots for day following 25-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-285 |
116-222 |
| PP |
116-277 |
116-185 |
| S1 |
116-268 |
116-148 |
|