CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-190 |
116-280 |
0-090 |
0.2% |
116-060 |
| High |
117-005 |
116-305 |
-0-020 |
-0.1% |
116-245 |
| Low |
116-100 |
116-170 |
0-070 |
0.2% |
115-300 |
| Close |
116-315 |
116-265 |
-0-050 |
-0.1% |
116-005 |
| Range |
0-225 |
0-135 |
-0-090 |
-40.0% |
0-265 |
| ATR |
0-198 |
0-194 |
-0-004 |
-1.9% |
0-000 |
| Volume |
975,012 |
1,447,992 |
472,980 |
48.5% |
3,523,734 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-012 |
117-273 |
117-019 |
|
| R3 |
117-197 |
117-138 |
116-302 |
|
| R2 |
117-062 |
117-062 |
116-290 |
|
| R1 |
117-003 |
117-003 |
116-277 |
116-285 |
| PP |
116-247 |
116-247 |
116-247 |
116-228 |
| S1 |
116-188 |
116-188 |
116-253 |
116-150 |
| S2 |
116-112 |
116-112 |
116-240 |
|
| S3 |
115-297 |
116-053 |
116-228 |
|
| S4 |
115-162 |
115-238 |
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% |
83% |
False |
False |
1,015,313 |
| 10 |
117-005 |
115-280 |
1-045 |
1.0% |
0-126 |
0.3% |
84% |
False |
False |
849,539 |
| 20 |
117-005 |
114-065 |
2-260 |
2.4% |
0-152 |
0.4% |
93% |
False |
False |
860,521 |
| 40 |
117-005 |
112-270 |
4-055 |
3.6% |
0-193 |
0.5% |
96% |
False |
False |
942,181 |
| 60 |
117-005 |
111-050 |
5-275 |
5.0% |
0-199 |
0.5% |
97% |
False |
False |
964,144 |
| 80 |
117-005 |
111-050 |
5-275 |
5.0% |
0-182 |
0.5% |
97% |
False |
False |
813,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-239 |
|
2.618 |
118-018 |
|
1.618 |
117-203 |
|
1.000 |
117-120 |
|
0.618 |
117-068 |
|
HIGH |
116-305 |
|
0.618 |
116-253 |
|
0.500 |
116-238 |
|
0.382 |
116-222 |
|
LOW |
116-170 |
|
0.618 |
116-087 |
|
1.000 |
116-035 |
|
1.618 |
115-272 |
|
2.618 |
115-137 |
|
4.250 |
114-236 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-256 |
116-248 |
| PP |
116-247 |
116-230 |
| S1 |
116-238 |
116-212 |
|