CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 27-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-265 |
116-190 |
-0-075 |
-0.2% |
116-060 |
| High |
116-265 |
117-005 |
0-060 |
0.2% |
116-245 |
| Low |
116-175 |
116-100 |
-0-075 |
-0.2% |
115-300 |
| Close |
116-250 |
116-315 |
0-065 |
0.2% |
116-005 |
| Range |
0-090 |
0-225 |
0-135 |
150.0% |
0-265 |
| ATR |
0-196 |
0-198 |
0-002 |
1.0% |
0-000 |
| Volume |
910,191 |
975,012 |
64,821 |
7.1% |
3,523,734 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-282 |
118-203 |
117-119 |
|
| R3 |
118-057 |
117-298 |
117-057 |
|
| R2 |
117-152 |
117-152 |
117-036 |
|
| R1 |
117-073 |
117-073 |
117-016 |
117-112 |
| PP |
116-247 |
116-247 |
116-247 |
116-266 |
| S1 |
116-168 |
116-168 |
116-294 |
116-208 |
| S2 |
116-022 |
116-022 |
116-274 |
|
| S3 |
115-117 |
115-263 |
116-253 |
|
| S4 |
114-212 |
115-038 |
116-191 |
|
|
| 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 |
117-005 |
115-300 |
1-025 |
0.9% |
0-122 |
0.3% |
97% |
True |
False |
881,469 |
| 10 |
117-005 |
115-125 |
1-200 |
1.4% |
0-130 |
0.3% |
98% |
True |
False |
785,348 |
| 20 |
117-005 |
114-025 |
2-300 |
2.5% |
0-160 |
0.4% |
99% |
True |
False |
841,105 |
| 40 |
117-005 |
112-270 |
4-055 |
3.6% |
0-193 |
0.5% |
99% |
True |
False |
936,786 |
| 60 |
117-005 |
111-050 |
5-275 |
5.0% |
0-200 |
0.5% |
99% |
True |
False |
967,427 |
| 80 |
117-005 |
111-050 |
5-275 |
5.0% |
0-182 |
0.5% |
99% |
True |
False |
795,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-001 |
|
2.618 |
118-274 |
|
1.618 |
118-049 |
|
1.000 |
117-230 |
|
0.618 |
117-144 |
|
HIGH |
117-005 |
|
0.618 |
116-239 |
|
0.500 |
116-212 |
|
0.382 |
116-186 |
|
LOW |
116-100 |
|
0.618 |
115-281 |
|
1.000 |
115-195 |
|
1.618 |
115-056 |
|
2.618 |
114-151 |
|
4.250 |
113-104 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-281 |
116-281 |
| PP |
116-247 |
116-247 |
| S1 |
116-212 |
116-212 |
|