CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 03-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116-080 |
117-190 |
1-110 |
1.2% |
116-255 |
| High |
117-130 |
117-225 |
0-095 |
0.3% |
117-010 |
| Low |
116-080 |
117-170 |
1-090 |
1.1% |
116-100 |
| Close |
117-125 |
117-220 |
0-095 |
0.3% |
116-220 |
| Range |
1-050 |
0-055 |
-0-315 |
-85.1% |
0-230 |
| ATR |
0-209 |
0-201 |
-0-008 |
-3.7% |
0-000 |
| Volume |
342,186 |
230,740 |
-111,446 |
-32.6% |
5,389,923 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-050 |
118-030 |
117-250 |
|
| R3 |
117-315 |
117-295 |
117-235 |
|
| R2 |
117-260 |
117-260 |
117-230 |
|
| R1 |
117-240 |
117-240 |
117-225 |
117-250 |
| PP |
117-205 |
117-205 |
117-205 |
117-210 |
| S1 |
117-185 |
117-185 |
117-215 |
117-195 |
| S2 |
117-150 |
117-150 |
117-210 |
|
| S3 |
117-095 |
117-130 |
117-205 |
|
| S4 |
117-040 |
117-075 |
117-190 |
|
|
| 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 |
117-225 |
116-080 |
1-145 |
1.2% |
0-201 |
0.5% |
99% |
True |
False |
840,020 |
| 10 |
117-225 |
115-300 |
1-245 |
1.5% |
0-146 |
0.4% |
99% |
True |
False |
841,024 |
| 20 |
117-225 |
114-065 |
3-160 |
3.0% |
0-166 |
0.4% |
100% |
True |
False |
806,850 |
| 40 |
117-225 |
112-270 |
4-275 |
4.1% |
0-191 |
0.5% |
100% |
True |
False |
914,837 |
| 60 |
117-225 |
111-050 |
6-175 |
5.6% |
0-195 |
0.5% |
100% |
True |
False |
929,424 |
| 80 |
117-225 |
111-050 |
6-175 |
5.6% |
0-188 |
0.5% |
100% |
True |
False |
834,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-139 |
|
2.618 |
118-049 |
|
1.618 |
117-314 |
|
1.000 |
117-280 |
|
0.618 |
117-259 |
|
HIGH |
117-225 |
|
0.618 |
117-204 |
|
0.500 |
117-198 |
|
0.382 |
117-191 |
|
LOW |
117-170 |
|
0.618 |
117-136 |
|
1.000 |
117-115 |
|
1.618 |
117-081 |
|
2.618 |
117-026 |
|
4.250 |
116-256 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-212 |
117-144 |
| PP |
117-205 |
117-068 |
| S1 |
117-198 |
116-312 |
|