CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 29-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
113-000 |
112-280 |
-0-040 |
-0.1% |
112-160 |
High |
113-000 |
112-280 |
-0-040 |
-0.1% |
112-310 |
Low |
113-000 |
112-280 |
-0-040 |
-0.1% |
111-230 |
Close |
113-000 |
112-260 |
-0-060 |
-0.2% |
112-050 |
Range |
|
|
|
|
|
ATR |
0-194 |
0-183 |
-0-011 |
-5.7% |
0-000 |
Volume |
1,882 |
10,041 |
8,159 |
433.5% |
10,813 |
|
Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-273 |
112-267 |
112-260 |
|
R3 |
112-273 |
112-267 |
112-260 |
|
R2 |
112-273 |
112-273 |
112-260 |
|
R1 |
112-267 |
112-267 |
112-260 |
112-270 |
PP |
112-273 |
112-273 |
112-273 |
112-275 |
S1 |
112-267 |
112-267 |
112-260 |
112-270 |
S2 |
112-273 |
112-273 |
112-260 |
|
S3 |
112-273 |
112-267 |
112-260 |
|
S4 |
112-273 |
112-267 |
112-260 |
|
|
Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-010 |
115-110 |
112-270 |
|
R3 |
114-250 |
114-030 |
112-160 |
|
R2 |
113-170 |
113-170 |
112-123 |
|
R1 |
112-270 |
112-270 |
112-087 |
112-180 |
PP |
112-090 |
112-090 |
112-090 |
112-045 |
S1 |
111-190 |
111-190 |
112-013 |
111-100 |
S2 |
111-010 |
111-010 |
111-297 |
|
S3 |
109-250 |
110-110 |
111-260 |
|
S4 |
108-170 |
109-030 |
111-150 |
|
|
|
|
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 29-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
112-280 |
112-235 |
PP |
112-273 |
112-210 |
S1 |
112-267 |
112-185 |
|