CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 24-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
111-230 |
112-280 |
1-050 |
1.0% |
113-240 |
High |
111-230 |
112-280 |
1-050 |
1.0% |
114-060 |
Low |
111-230 |
112-280 |
1-050 |
1.0% |
112-110 |
Close |
111-230 |
112-280 |
1-050 |
1.0% |
112-110 |
Range |
|
|
|
|
|
ATR |
0-171 |
0-185 |
0-014 |
8.3% |
0-000 |
Volume |
1,461 |
4,328 |
2,867 |
196.2% |
3,571 |
|
Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-280 |
112-280 |
112-280 |
|
R3 |
112-280 |
112-280 |
112-280 |
|
R2 |
112-280 |
112-280 |
112-280 |
|
R1 |
112-280 |
112-280 |
112-280 |
112-280 |
PP |
112-280 |
112-280 |
112-280 |
112-280 |
S1 |
112-280 |
112-280 |
112-280 |
112-280 |
S2 |
112-280 |
112-280 |
112-280 |
|
S3 |
112-280 |
112-280 |
112-280 |
|
S4 |
112-280 |
112-280 |
112-280 |
|
|
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 |
112-280 |
2.618 |
112-280 |
1.618 |
112-280 |
1.000 |
112-280 |
0.618 |
112-280 |
HIGH |
112-280 |
0.618 |
112-280 |
0.500 |
112-280 |
0.382 |
112-280 |
LOW |
112-280 |
0.618 |
112-280 |
1.000 |
112-280 |
1.618 |
112-280 |
2.618 |
112-280 |
4.250 |
112-280 |
|
|
Fisher Pivots for day following 24-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
112-280 |
112-223 |
PP |
112-280 |
112-167 |
S1 |
112-280 |
112-110 |
|