CBOT 10-Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 14-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
113-060 |
113-240 |
0-180 |
0.5% |
113-200 |
| High |
113-060 |
114-040 |
0-300 |
0.8% |
114-150 |
| Low |
113-060 |
112-200 |
-0-180 |
-0.5% |
113-060 |
| Close |
113-060 |
113-240 |
0-180 |
0.5% |
113-060 |
| Range |
0-000 |
1-160 |
1-160 |
|
1-090 |
| ATR |
0-142 |
0-166 |
0-024 |
17.0% |
0-000 |
| Volume |
2,278 |
1,193 |
-1,085 |
-47.6% |
4,550 |
|
| Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-000 |
117-120 |
114-184 |
|
| R3 |
116-160 |
115-280 |
114-052 |
|
| R2 |
115-000 |
115-000 |
114-008 |
|
| R1 |
114-120 |
114-120 |
113-284 |
114-160 |
| PP |
113-160 |
113-160 |
113-160 |
113-180 |
| S1 |
112-280 |
112-280 |
113-196 |
113-000 |
| S2 |
112-000 |
112-000 |
113-152 |
|
| S3 |
110-160 |
111-120 |
113-108 |
|
| S4 |
109-000 |
109-280 |
112-296 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-147 |
116-193 |
113-286 |
|
| R3 |
116-057 |
115-103 |
113-173 |
|
| R2 |
114-287 |
114-287 |
113-135 |
|
| R1 |
114-013 |
114-013 |
113-098 |
113-265 |
| PP |
113-197 |
113-197 |
113-197 |
113-162 |
| S1 |
112-243 |
112-243 |
113-022 |
112-175 |
| S2 |
112-107 |
112-107 |
112-305 |
|
| S3 |
111-017 |
111-153 |
112-267 |
|
| S4 |
109-247 |
110-063 |
112-154 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-160 |
|
2.618 |
118-017 |
|
1.618 |
116-177 |
|
1.000 |
115-200 |
|
0.618 |
115-017 |
|
HIGH |
114-040 |
|
0.618 |
113-177 |
|
0.500 |
113-120 |
|
0.382 |
113-063 |
|
LOW |
112-200 |
|
0.618 |
111-223 |
|
1.000 |
111-040 |
|
1.618 |
110-063 |
|
2.618 |
108-223 |
|
4.250 |
106-080 |
|
|
| Fisher Pivots for day following 14-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-200 |
113-218 |
| PP |
113-160 |
113-197 |
| S1 |
113-120 |
113-175 |
|