CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 06-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
113-160 |
113-170 |
0-010 |
0.0% |
113-000 |
High |
113-160 |
113-170 |
0-010 |
0.0% |
113-250 |
Low |
113-160 |
113-170 |
0-010 |
0.0% |
112-170 |
Close |
113-150 |
113-080 |
-0-070 |
-0.2% |
113-250 |
Range |
|
|
|
|
|
ATR |
0-157 |
0-147 |
-0-010 |
-6.2% |
0-000 |
Volume |
25,386 |
13,148 |
-12,238 |
-48.2% |
28,387 |
|
Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-140 |
113-110 |
113-080 |
|
R3 |
113-140 |
113-110 |
113-080 |
|
R2 |
113-140 |
113-140 |
113-080 |
|
R1 |
113-110 |
113-110 |
113-080 |
113-125 |
PP |
113-140 |
113-140 |
113-140 |
113-148 |
S1 |
113-110 |
113-110 |
113-080 |
113-125 |
S2 |
113-140 |
113-140 |
113-080 |
|
S3 |
113-140 |
113-110 |
113-080 |
|
S4 |
113-140 |
113-110 |
113-080 |
|
|
Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-037 |
116-223 |
114-150 |
|
R3 |
115-277 |
115-143 |
114-040 |
|
R2 |
114-197 |
114-197 |
114-003 |
|
R1 |
114-063 |
114-063 |
113-287 |
114-130 |
PP |
113-117 |
113-117 |
113-117 |
113-150 |
S1 |
112-303 |
112-303 |
113-213 |
113-050 |
S2 |
112-037 |
112-037 |
113-177 |
|
S3 |
110-277 |
111-223 |
113-140 |
|
S4 |
109-197 |
110-143 |
113-030 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-170 |
2.618 |
113-170 |
1.618 |
113-170 |
1.000 |
113-170 |
0.618 |
113-170 |
HIGH |
113-170 |
0.618 |
113-170 |
0.500 |
113-170 |
0.382 |
113-170 |
LOW |
113-170 |
0.618 |
113-170 |
1.000 |
113-170 |
1.618 |
113-170 |
2.618 |
113-170 |
4.250 |
113-170 |
|
|
Fisher Pivots for day following 06-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
113-170 |
113-180 |
PP |
113-140 |
113-147 |
S1 |
113-110 |
113-113 |
|