CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 26-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
111-170 |
112-130 |
0-280 |
0.8% |
110-030 |
High |
111-170 |
112-130 |
0-280 |
0.8% |
111-070 |
Low |
111-170 |
112-130 |
0-280 |
0.8% |
110-030 |
Close |
111-170 |
112-130 |
0-280 |
0.8% |
111-070 |
Range |
|
|
|
|
|
ATR |
0-152 |
0-161 |
0-009 |
6.0% |
0-000 |
Volume |
605 |
53 |
-552 |
-91.2% |
12 |
|
Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-130 |
112-130 |
112-130 |
|
R3 |
112-130 |
112-130 |
112-130 |
|
R2 |
112-130 |
112-130 |
112-130 |
|
R1 |
112-130 |
112-130 |
112-130 |
112-130 |
PP |
112-130 |
112-130 |
112-130 |
112-130 |
S1 |
112-130 |
112-130 |
112-130 |
112-130 |
S2 |
112-130 |
112-130 |
112-130 |
|
S3 |
112-130 |
112-130 |
112-130 |
|
S4 |
112-130 |
112-130 |
112-130 |
|
|
Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-070 |
113-270 |
111-268 |
|
R3 |
113-030 |
112-230 |
111-169 |
|
R2 |
111-310 |
111-310 |
111-136 |
|
R1 |
111-190 |
111-190 |
111-103 |
111-250 |
PP |
110-270 |
110-270 |
110-270 |
110-300 |
S1 |
110-150 |
110-150 |
111-037 |
110-210 |
S2 |
109-230 |
109-230 |
111-004 |
|
S3 |
108-190 |
109-110 |
110-291 |
|
S4 |
107-150 |
108-070 |
110-192 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-130 |
2.618 |
112-130 |
1.618 |
112-130 |
1.000 |
112-130 |
0.618 |
112-130 |
HIGH |
112-130 |
0.618 |
112-130 |
0.500 |
112-130 |
0.382 |
112-130 |
LOW |
112-130 |
0.618 |
112-130 |
1.000 |
112-130 |
1.618 |
112-130 |
2.618 |
112-130 |
4.250 |
112-130 |
|
|
Fisher Pivots for day following 26-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
112-130 |
112-083 |
PP |
112-130 |
112-037 |
S1 |
112-130 |
111-310 |
|