CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 03-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
112-310 |
113-040 |
0-050 |
0.1% |
111-190 |
High |
112-310 |
113-040 |
0-050 |
0.1% |
112-180 |
Low |
112-310 |
113-040 |
0-050 |
0.1% |
111-170 |
Close |
112-310 |
113-040 |
0-050 |
0.1% |
112-180 |
Range |
|
|
|
|
|
ATR |
0-133 |
0-127 |
-0-006 |
-4.5% |
0-000 |
Volume |
13 |
547 |
534 |
4,107.7% |
695 |
|
Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-040 |
113-040 |
113-040 |
|
R3 |
113-040 |
113-040 |
113-040 |
|
R2 |
113-040 |
113-040 |
113-040 |
|
R1 |
113-040 |
113-040 |
113-040 |
113-040 |
PP |
113-040 |
113-040 |
113-040 |
113-040 |
S1 |
113-040 |
113-040 |
113-040 |
113-040 |
S2 |
113-040 |
113-040 |
113-040 |
|
S3 |
113-040 |
113-040 |
113-040 |
|
S4 |
113-040 |
113-040 |
113-040 |
|
|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-100 |
114-310 |
113-042 |
|
R3 |
114-090 |
113-300 |
112-271 |
|
R2 |
113-080 |
113-080 |
112-240 |
|
R1 |
112-290 |
112-290 |
112-210 |
113-025 |
PP |
112-070 |
112-070 |
112-070 |
112-098 |
S1 |
111-280 |
111-280 |
112-150 |
112-015 |
S2 |
111-060 |
111-060 |
112-120 |
|
S3 |
110-050 |
110-270 |
112-089 |
|
S4 |
109-040 |
109-260 |
111-318 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-040 |
2.618 |
113-040 |
1.618 |
113-040 |
1.000 |
113-040 |
0.618 |
113-040 |
HIGH |
113-040 |
0.618 |
113-040 |
0.500 |
113-040 |
0.382 |
113-040 |
LOW |
113-040 |
0.618 |
113-040 |
1.000 |
113-040 |
1.618 |
113-040 |
2.618 |
113-040 |
4.250 |
113-040 |
|
|
Fisher Pivots for day following 03-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
113-040 |
113-013 |
PP |
113-040 |
112-307 |
S1 |
113-040 |
112-280 |
|