CBOT 10-Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
118-000 |
116-250 |
-1-070 |
-1.0% |
116-080 |
| High |
118-000 |
117-130 |
-0-190 |
-0.5% |
118-000 |
| Low |
117-195 |
116-250 |
-0-265 |
-0.7% |
116-080 |
| Close |
117-195 |
117-130 |
-0-065 |
-0.2% |
117-195 |
| Range |
0-125 |
0-200 |
0-075 |
60.0% |
1-240 |
| ATR |
0-189 |
0-194 |
0-005 |
2.9% |
0-000 |
| Volume |
106,347 |
78,094 |
-28,253 |
-26.6% |
810,064 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-023 |
118-277 |
117-240 |
|
| R3 |
118-143 |
118-077 |
117-185 |
|
| R2 |
117-263 |
117-263 |
117-167 |
|
| R1 |
117-197 |
117-197 |
117-148 |
117-230 |
| PP |
117-063 |
117-063 |
117-063 |
117-080 |
| S1 |
116-317 |
116-317 |
117-112 |
117-030 |
| S2 |
116-183 |
116-183 |
117-093 |
|
| S3 |
115-303 |
116-117 |
117-075 |
|
| S4 |
115-103 |
115-237 |
117-020 |
|
|
| 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% |
0-163 |
0.4% |
66% |
False |
False |
177,631 |
| 10 |
118-000 |
116-080 |
1-240 |
1.5% |
0-154 |
0.4% |
66% |
False |
False |
627,808 |
| 20 |
118-000 |
114-175 |
3-145 |
2.9% |
0-158 |
0.4% |
83% |
False |
False |
684,060 |
| 40 |
118-000 |
112-270 |
5-050 |
4.4% |
0-181 |
0.5% |
88% |
False |
False |
848,155 |
| 60 |
118-000 |
111-050 |
6-270 |
5.8% |
0-189 |
0.5% |
91% |
False |
False |
881,254 |
| 80 |
118-000 |
111-050 |
6-270 |
5.8% |
0-184 |
0.5% |
91% |
False |
False |
838,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-020 |
|
2.618 |
119-014 |
|
1.618 |
118-134 |
|
1.000 |
118-010 |
|
0.618 |
117-254 |
|
HIGH |
117-130 |
|
0.618 |
117-054 |
|
0.500 |
117-030 |
|
0.382 |
117-006 |
|
LOW |
116-250 |
|
0.618 |
116-126 |
|
1.000 |
116-050 |
|
1.618 |
115-246 |
|
2.618 |
115-046 |
|
4.250 |
114-040 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-097 |
117-128 |
| PP |
117-063 |
117-127 |
| S1 |
117-030 |
117-125 |
|