CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 26-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-255 |
116-265 |
0-010 |
0.0% |
116-060 |
| High |
116-315 |
116-265 |
-0-050 |
-0.1% |
116-245 |
| Low |
116-255 |
116-175 |
-0-080 |
-0.2% |
115-300 |
| Close |
116-260 |
116-250 |
-0-010 |
0.0% |
116-005 |
| Range |
0-060 |
0-090 |
0-030 |
50.0% |
0-265 |
| ATR |
0-204 |
0-196 |
-0-008 |
-4.0% |
0-000 |
| Volume |
852,555 |
910,191 |
57,636 |
6.8% |
3,523,734 |
|
| Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-180 |
117-145 |
116-300 |
|
| R3 |
117-090 |
117-055 |
116-275 |
|
| R2 |
117-000 |
117-000 |
116-266 |
|
| R1 |
116-285 |
116-285 |
116-258 |
116-258 |
| PP |
116-230 |
116-230 |
116-230 |
116-216 |
| S1 |
116-195 |
116-195 |
116-242 |
116-168 |
| S2 |
116-140 |
116-140 |
116-234 |
|
| S3 |
116-050 |
116-105 |
116-225 |
|
| S4 |
115-280 |
116-015 |
116-200 |
|
|
| 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% |
0-092 |
0.2% |
81% |
False |
False |
842,028 |
| 10 |
116-315 |
115-110 |
1-205 |
1.4% |
0-128 |
0.3% |
88% |
False |
False |
768,398 |
| 20 |
116-315 |
113-165 |
3-150 |
3.0% |
0-162 |
0.4% |
94% |
False |
False |
834,921 |
| 40 |
116-315 |
112-270 |
4-045 |
3.5% |
0-193 |
0.5% |
95% |
False |
False |
934,949 |
| 60 |
116-315 |
111-050 |
5-265 |
5.0% |
0-204 |
0.5% |
97% |
False |
False |
971,931 |
| 80 |
116-315 |
111-050 |
5-265 |
5.0% |
0-180 |
0.5% |
97% |
False |
False |
783,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-008 |
|
2.618 |
117-181 |
|
1.618 |
117-091 |
|
1.000 |
117-035 |
|
0.618 |
117-001 |
|
HIGH |
116-265 |
|
0.618 |
116-231 |
|
0.500 |
116-220 |
|
0.382 |
116-209 |
|
LOW |
116-175 |
|
0.618 |
116-119 |
|
1.000 |
116-085 |
|
1.618 |
116-029 |
|
2.618 |
115-259 |
|
4.250 |
115-112 |
|
|
| Fisher Pivots for day following 26-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-240 |
116-216 |
| PP |
116-230 |
116-182 |
| S1 |
116-220 |
116-148 |
|