CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 05-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117-255 |
118-000 |
0-065 |
0.2% |
116-080 |
| High |
118-000 |
118-000 |
0-000 |
0.0% |
118-000 |
| Low |
117-255 |
117-195 |
-0-060 |
-0.2% |
116-080 |
| Close |
117-295 |
117-195 |
-0-100 |
-0.3% |
117-195 |
| Range |
0-065 |
0-125 |
0-060 |
92.3% |
1-240 |
| ATR |
0-194 |
0-189 |
-0-005 |
-2.5% |
0-000 |
| Volume |
130,791 |
106,347 |
-24,444 |
-18.7% |
810,064 |
|
| Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-292 |
118-208 |
117-264 |
|
| R3 |
118-167 |
118-083 |
117-229 |
|
| R2 |
118-042 |
118-042 |
117-218 |
|
| R1 |
117-278 |
117-278 |
117-206 |
117-258 |
| PP |
117-237 |
117-237 |
117-237 |
117-226 |
| S1 |
117-153 |
117-153 |
117-184 |
117-132 |
| S2 |
117-112 |
117-112 |
117-172 |
|
| S3 |
116-307 |
117-028 |
117-161 |
|
| S4 |
116-182 |
116-223 |
117-126 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-172 |
121-263 |
118-183 |
|
| R3 |
120-252 |
120-023 |
118-029 |
|
| R2 |
119-012 |
119-012 |
117-298 |
|
| R1 |
118-103 |
118-103 |
117-246 |
118-218 |
| PP |
117-092 |
117-092 |
117-092 |
117-149 |
| S1 |
116-183 |
116-183 |
117-144 |
116-298 |
| S2 |
115-172 |
115-172 |
117-092 |
|
| S3 |
113-252 |
114-263 |
117-041 |
|
| S4 |
112-012 |
113-023 |
116-207 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-000 |
116-080 |
1-240 |
1.5% |
0-167 |
0.4% |
78% |
True |
False |
402,847 |
| 10 |
118-000 |
115-300 |
2-020 |
1.8% |
0-144 |
0.4% |
81% |
True |
False |
709,080 |
| 20 |
118-000 |
114-175 |
3-145 |
2.9% |
0-154 |
0.4% |
89% |
True |
False |
736,601 |
| 40 |
118-000 |
112-270 |
5-050 |
4.4% |
0-187 |
0.5% |
92% |
True |
False |
873,125 |
| 60 |
118-000 |
111-050 |
6-270 |
5.8% |
0-190 |
0.5% |
94% |
True |
False |
897,665 |
| 80 |
118-000 |
111-050 |
6-270 |
5.8% |
0-184 |
0.5% |
94% |
True |
False |
837,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-211 |
|
2.618 |
119-007 |
|
1.618 |
118-202 |
|
1.000 |
118-125 |
|
0.618 |
118-077 |
|
HIGH |
118-000 |
|
0.618 |
117-272 |
|
0.500 |
117-258 |
|
0.382 |
117-243 |
|
LOW |
117-195 |
|
0.618 |
117-118 |
|
1.000 |
117-070 |
|
1.618 |
116-313 |
|
2.618 |
116-188 |
|
4.250 |
115-304 |
|
|
| Fisher Pivots for day following 05-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-258 |
117-245 |
| PP |
117-237 |
117-228 |
| S1 |
117-216 |
117-212 |
|