CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 29-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-280 |
117-010 |
0-050 |
0.1% |
116-255 |
| High |
116-305 |
117-010 |
0-025 |
0.1% |
117-010 |
| Low |
116-170 |
116-110 |
-0-060 |
-0.2% |
116-100 |
| Close |
116-265 |
116-220 |
-0-045 |
-0.1% |
116-220 |
| Range |
0-135 |
0-220 |
0-085 |
63.0% |
0-230 |
| ATR |
0-194 |
0-196 |
0-002 |
0.9% |
0-000 |
| Volume |
1,447,992 |
1,204,173 |
-243,819 |
-16.8% |
5,389,923 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-240 |
118-130 |
117-021 |
|
| R3 |
118-020 |
117-230 |
116-280 |
|
| R2 |
117-120 |
117-120 |
116-260 |
|
| R1 |
117-010 |
117-010 |
116-240 |
116-275 |
| PP |
116-220 |
116-220 |
116-220 |
116-192 |
| S1 |
116-110 |
116-110 |
116-200 |
116-055 |
| S2 |
116-000 |
116-000 |
116-180 |
|
| S3 |
115-100 |
115-210 |
116-160 |
|
| S4 |
114-200 |
114-310 |
116-099 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-267 |
118-153 |
117-026 |
|
| R3 |
118-037 |
117-243 |
116-283 |
|
| R2 |
117-127 |
117-127 |
116-262 |
|
| R1 |
117-013 |
117-013 |
116-241 |
116-275 |
| PP |
116-217 |
116-217 |
116-217 |
116-188 |
| S1 |
116-103 |
116-103 |
116-199 |
116-045 |
| S2 |
115-307 |
115-307 |
116-178 |
|
| S3 |
115-077 |
115-193 |
116-157 |
|
| S4 |
114-167 |
114-283 |
116-094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-010 |
116-100 |
0-230 |
0.6% |
0-146 |
0.4% |
52% |
True |
False |
1,077,984 |
| 10 |
117-010 |
115-300 |
1-030 |
0.9% |
0-132 |
0.4% |
69% |
True |
False |
891,365 |
| 20 |
117-010 |
114-065 |
2-265 |
2.4% |
0-155 |
0.4% |
88% |
True |
False |
863,423 |
| 40 |
117-010 |
112-270 |
4-060 |
3.6% |
0-194 |
0.5% |
92% |
True |
False |
948,334 |
| 60 |
117-010 |
111-050 |
5-280 |
5.0% |
0-199 |
0.5% |
94% |
True |
False |
959,070 |
| 80 |
117-010 |
111-050 |
5-280 |
5.0% |
0-182 |
0.5% |
94% |
True |
False |
827,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-305 |
|
2.618 |
118-266 |
|
1.618 |
118-046 |
|
1.000 |
117-230 |
|
0.618 |
117-146 |
|
HIGH |
117-010 |
|
0.618 |
116-246 |
|
0.500 |
116-220 |
|
0.382 |
116-194 |
|
LOW |
116-110 |
|
0.618 |
115-294 |
|
1.000 |
115-210 |
|
1.618 |
115-074 |
|
2.618 |
114-174 |
|
4.250 |
113-135 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-220 |
116-218 |
| PP |
116-220 |
116-217 |
| S1 |
116-220 |
116-215 |
|