CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 07-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
113-040 |
113-200 |
0-160 |
0.4% |
112-210 |
High |
113-040 |
113-200 |
0-160 |
0.4% |
113-040 |
Low |
113-040 |
113-200 |
0-160 |
0.4% |
112-200 |
Close |
113-040 |
113-200 |
0-160 |
0.4% |
113-040 |
Range |
|
|
|
|
|
ATR |
0-127 |
0-130 |
0-002 |
1.8% |
0-000 |
Volume |
547 |
21 |
-526 |
-96.2% |
566 |
|
Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-200 |
113-200 |
113-200 |
|
R3 |
113-200 |
113-200 |
113-200 |
|
R2 |
113-200 |
113-200 |
113-200 |
|
R1 |
113-200 |
113-200 |
113-200 |
113-200 |
PP |
113-200 |
113-200 |
113-200 |
113-200 |
S1 |
113-200 |
113-200 |
113-200 |
113-200 |
S2 |
113-200 |
113-200 |
113-200 |
|
S3 |
113-200 |
113-200 |
113-200 |
|
S4 |
113-200 |
113-200 |
113-200 |
|
|
Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-147 |
114-093 |
113-128 |
|
R3 |
113-307 |
113-253 |
113-084 |
|
R2 |
113-147 |
113-147 |
113-069 |
|
R1 |
113-093 |
113-093 |
113-055 |
113-120 |
PP |
112-307 |
112-307 |
112-307 |
113-000 |
S1 |
112-253 |
112-253 |
113-025 |
112-280 |
S2 |
112-147 |
112-147 |
113-011 |
|
S3 |
111-307 |
112-093 |
112-316 |
|
S4 |
111-147 |
111-253 |
112-272 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-200 |
2.618 |
113-200 |
1.618 |
113-200 |
1.000 |
113-200 |
0.618 |
113-200 |
HIGH |
113-200 |
0.618 |
113-200 |
0.500 |
113-200 |
0.382 |
113-200 |
LOW |
113-200 |
0.618 |
113-200 |
1.000 |
113-200 |
1.618 |
113-200 |
2.618 |
113-200 |
4.250 |
113-200 |
|
|
Fisher Pivots for day following 07-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
113-200 |
113-165 |
PP |
113-200 |
113-130 |
S1 |
113-200 |
113-095 |
|