CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 31-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
112-170 |
113-220 |
1-050 |
1.0% |
112-160 |
High |
112-170 |
113-220 |
1-050 |
1.0% |
112-310 |
Low |
112-170 |
113-220 |
1-050 |
1.0% |
111-230 |
Close |
112-270 |
113-180 |
0-230 |
0.6% |
112-050 |
Range |
|
|
|
|
|
ATR |
0-176 |
0-183 |
0-007 |
3.8% |
0-000 |
Volume |
3,731 |
2,351 |
-1,380 |
-37.0% |
10,813 |
|
Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-207 |
113-193 |
113-180 |
|
R3 |
113-207 |
113-193 |
113-180 |
|
R2 |
113-207 |
113-207 |
113-180 |
|
R1 |
113-193 |
113-193 |
113-180 |
113-200 |
PP |
113-207 |
113-207 |
113-207 |
113-210 |
S1 |
113-193 |
113-193 |
113-180 |
113-200 |
S2 |
113-207 |
113-207 |
113-180 |
|
S3 |
113-207 |
113-193 |
113-180 |
|
S4 |
113-207 |
113-193 |
113-180 |
|
|
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 |
113-220 |
2.618 |
113-220 |
1.618 |
113-220 |
1.000 |
113-220 |
0.618 |
113-220 |
HIGH |
113-220 |
0.618 |
113-220 |
0.500 |
113-220 |
0.382 |
113-220 |
LOW |
113-220 |
0.618 |
113-220 |
1.000 |
113-220 |
1.618 |
113-220 |
2.618 |
113-220 |
4.250 |
113-220 |
|
|
Fisher Pivots for day following 31-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
113-220 |
113-132 |
PP |
113-207 |
113-083 |
S1 |
113-193 |
113-035 |
|