CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 17-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
113-200 |
112-200 |
-1-000 |
-0.9% |
113-200 |
High |
113-200 |
112-200 |
-1-000 |
-0.9% |
114-150 |
Low |
113-200 |
112-200 |
-1-000 |
-0.9% |
113-060 |
Close |
113-200 |
112-200 |
-1-000 |
-0.9% |
113-060 |
Range |
|
|
|
|
|
ATR |
0-165 |
0-176 |
0-011 |
6.7% |
0-000 |
Volume |
122 |
1,749 |
1,627 |
1,333.6% |
4,550 |
|
Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-200 |
112-200 |
112-200 |
|
R3 |
112-200 |
112-200 |
112-200 |
|
R2 |
112-200 |
112-200 |
112-200 |
|
R1 |
112-200 |
112-200 |
112-200 |
112-200 |
PP |
112-200 |
112-200 |
112-200 |
112-200 |
S1 |
112-200 |
112-200 |
112-200 |
112-200 |
S2 |
112-200 |
112-200 |
112-200 |
|
S3 |
112-200 |
112-200 |
112-200 |
|
S4 |
112-200 |
112-200 |
112-200 |
|
|
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 |
112-200 |
2.618 |
112-200 |
1.618 |
112-200 |
1.000 |
112-200 |
0.618 |
112-200 |
HIGH |
112-200 |
0.618 |
112-200 |
0.500 |
112-200 |
0.382 |
112-200 |
LOW |
112-200 |
0.618 |
112-200 |
1.000 |
112-200 |
1.618 |
112-200 |
2.618 |
112-200 |
4.250 |
112-200 |
|
|
Fisher Pivots for day following 17-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
112-200 |
113-130 |
PP |
112-200 |
113-047 |
S1 |
112-200 |
112-283 |
|