CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 02-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117-010 |
116-080 |
-0-250 |
-0.7% |
116-255 |
| High |
117-010 |
117-130 |
0-120 |
0.3% |
117-010 |
| Low |
116-110 |
116-080 |
-0-030 |
-0.1% |
116-100 |
| Close |
116-220 |
117-125 |
0-225 |
0.6% |
116-220 |
| Range |
0-220 |
1-050 |
0-150 |
68.2% |
0-230 |
| ATR |
0-196 |
0-209 |
0-012 |
6.3% |
0-000 |
| Volume |
1,204,173 |
342,186 |
-861,987 |
-71.6% |
5,389,923 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-155 |
120-030 |
118-008 |
|
| R3 |
119-105 |
118-300 |
117-227 |
|
| R2 |
118-055 |
118-055 |
117-193 |
|
| R1 |
117-250 |
117-250 |
117-159 |
117-312 |
| PP |
117-005 |
117-005 |
117-005 |
117-036 |
| S1 |
116-200 |
116-200 |
117-091 |
116-262 |
| S2 |
115-275 |
115-275 |
117-057 |
|
| S3 |
114-225 |
115-150 |
117-023 |
|
| S4 |
113-175 |
114-100 |
116-242 |
|
|
| 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 |
117-130 |
116-080 |
1-050 |
1.0% |
0-208 |
0.6% |
99% |
True |
True |
975,910 |
| 10 |
117-130 |
115-300 |
1-150 |
1.3% |
0-155 |
0.4% |
99% |
True |
False |
865,799 |
| 20 |
117-130 |
114-065 |
3-065 |
2.7% |
0-166 |
0.4% |
100% |
True |
False |
829,061 |
| 40 |
117-130 |
112-270 |
4-180 |
3.9% |
0-194 |
0.5% |
100% |
True |
False |
933,858 |
| 60 |
117-130 |
111-050 |
6-080 |
5.3% |
0-200 |
0.5% |
100% |
True |
False |
946,463 |
| 80 |
117-130 |
111-050 |
6-080 |
5.3% |
0-187 |
0.5% |
100% |
True |
False |
831,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-102 |
|
2.618 |
120-139 |
|
1.618 |
119-089 |
|
1.000 |
118-180 |
|
0.618 |
118-039 |
|
HIGH |
117-130 |
|
0.618 |
116-309 |
|
0.500 |
116-265 |
|
0.382 |
116-221 |
|
LOW |
116-080 |
|
0.618 |
115-171 |
|
1.000 |
115-030 |
|
1.618 |
114-121 |
|
2.618 |
113-071 |
|
4.250 |
111-108 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-065 |
117-065 |
| PP |
117-005 |
117-005 |
| S1 |
116-265 |
116-265 |
|