CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 19-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
111-040 |
110-190 |
-0-170 |
-0.5% |
111-310 |
High |
111-060 |
110-180 |
-0-200 |
-0.6% |
111-310 |
Low |
111-040 |
110-180 |
-0-180 |
-0.5% |
109-270 |
Close |
111-040 |
110-190 |
-0-170 |
-0.5% |
109-270 |
Range |
0-020 |
0-000 |
-0-020 |
-100.0% |
2-040 |
ATR |
|
|
|
|
|
Volume |
2 |
0 |
-2 |
-100.0% |
49 |
|
Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-183 |
110-187 |
110-190 |
|
R3 |
110-183 |
110-187 |
110-190 |
|
R2 |
110-183 |
110-183 |
110-190 |
|
R1 |
110-187 |
110-187 |
110-190 |
110-190 |
PP |
110-183 |
110-183 |
110-183 |
110-185 |
S1 |
110-187 |
110-187 |
110-190 |
110-190 |
S2 |
110-183 |
110-183 |
110-190 |
|
S3 |
110-183 |
110-187 |
110-190 |
|
S4 |
110-183 |
110-187 |
110-190 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-297 |
115-163 |
111-004 |
|
R3 |
114-257 |
113-123 |
110-137 |
|
R2 |
112-217 |
112-217 |
110-075 |
|
R1 |
111-083 |
111-083 |
110-012 |
110-290 |
PP |
110-177 |
110-177 |
110-177 |
110-120 |
S1 |
109-043 |
109-043 |
109-208 |
108-250 |
S2 |
108-137 |
108-137 |
109-145 |
|
S3 |
106-097 |
107-003 |
109-083 |
|
S4 |
104-057 |
104-283 |
108-216 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-180 |
2.618 |
110-180 |
1.618 |
110-180 |
1.000 |
110-180 |
0.618 |
110-180 |
HIGH |
110-180 |
0.618 |
110-180 |
0.500 |
110-180 |
0.382 |
110-180 |
LOW |
110-180 |
0.618 |
110-180 |
1.000 |
110-180 |
1.618 |
110-180 |
2.618 |
110-180 |
4.250 |
110-180 |
|
|
Fisher Pivots for day following 19-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
110-187 |
110-265 |
PP |
110-183 |
110-240 |
S1 |
110-180 |
110-215 |
|