CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 08-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
113-200 |
114-000 |
0-120 |
0.3% |
112-210 |
| High |
113-200 |
114-000 |
0-120 |
0.3% |
113-040 |
| Low |
113-200 |
114-000 |
0-120 |
0.3% |
112-200 |
| Close |
113-200 |
114-000 |
0-120 |
0.3% |
113-040 |
| Range |
|
|
|
|
|
| ATR |
0-130 |
0-129 |
-0-001 |
-0.5% |
0-000 |
| Volume |
21 |
125 |
104 |
495.2% |
566 |
|
| Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-000 |
114-000 |
114-000 |
|
| R3 |
114-000 |
114-000 |
114-000 |
|
| R2 |
114-000 |
114-000 |
114-000 |
|
| R1 |
114-000 |
114-000 |
114-000 |
114-000 |
| PP |
114-000 |
114-000 |
114-000 |
114-000 |
| S1 |
114-000 |
114-000 |
114-000 |
114-000 |
| S2 |
114-000 |
114-000 |
114-000 |
|
| S3 |
114-000 |
114-000 |
114-000 |
|
| S4 |
114-000 |
114-000 |
114-000 |
|
|
| 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 |
114-000 |
|
2.618 |
114-000 |
|
1.618 |
114-000 |
|
1.000 |
114-000 |
|
0.618 |
114-000 |
|
HIGH |
114-000 |
|
0.618 |
114-000 |
|
0.500 |
114-000 |
|
0.382 |
114-000 |
|
LOW |
114-000 |
|
0.618 |
114-000 |
|
1.000 |
114-000 |
|
1.618 |
114-000 |
|
2.618 |
114-000 |
|
4.250 |
114-000 |
|
|
| Fisher Pivots for day following 08-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-000 |
113-273 |
| PP |
114-000 |
113-227 |
| S1 |
114-000 |
113-180 |
|