CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 22-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
112-160 |
112-060 |
-0-100 |
-0.3% |
113-240 |
High |
112-160 |
112-310 |
0-150 |
0.4% |
114-060 |
Low |
112-160 |
112-000 |
-0-160 |
-0.4% |
112-110 |
Close |
112-160 |
112-060 |
-0-100 |
-0.3% |
112-110 |
Range |
0-000 |
0-310 |
0-310 |
|
1-270 |
ATR |
0-162 |
0-172 |
0-011 |
6.6% |
0-000 |
Volume |
212 |
46 |
-166 |
-78.3% |
3,571 |
|
Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-093 |
114-227 |
112-230 |
|
R3 |
114-103 |
113-237 |
112-145 |
|
R2 |
113-113 |
113-113 |
112-117 |
|
R1 |
112-247 |
112-247 |
112-088 |
112-215 |
PP |
112-123 |
112-123 |
112-123 |
112-108 |
S1 |
111-257 |
111-257 |
112-032 |
111-225 |
S2 |
111-133 |
111-133 |
112-003 |
|
S3 |
110-143 |
110-267 |
111-295 |
|
S4 |
109-153 |
109-277 |
111-210 |
|
|
Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-157 |
117-083 |
113-114 |
|
R3 |
116-207 |
115-133 |
112-272 |
|
R2 |
114-257 |
114-257 |
112-218 |
|
R1 |
113-183 |
113-183 |
112-164 |
113-085 |
PP |
112-307 |
112-307 |
112-307 |
112-258 |
S1 |
111-233 |
111-233 |
112-056 |
111-135 |
S2 |
111-037 |
111-037 |
112-002 |
|
S3 |
109-087 |
109-283 |
111-268 |
|
S4 |
107-137 |
108-013 |
111-106 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-028 |
2.618 |
115-162 |
1.618 |
114-172 |
1.000 |
113-300 |
0.618 |
113-182 |
HIGH |
112-310 |
0.618 |
112-192 |
0.500 |
112-155 |
0.382 |
112-118 |
LOW |
112-000 |
0.618 |
111-128 |
1.000 |
111-010 |
1.618 |
110-138 |
2.618 |
109-148 |
4.250 |
107-282 |
|
|
Fisher Pivots for day following 22-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
112-155 |
112-155 |
PP |
112-123 |
112-123 |
S1 |
112-092 |
112-092 |
|