CBOT 10-Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 07-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
113-170 |
114-120 |
0-270 |
0.7% |
113-000 |
High |
113-170 |
114-160 |
0-310 |
0.9% |
113-250 |
Low |
113-170 |
113-080 |
-0-090 |
-0.2% |
112-170 |
Close |
113-080 |
114-120 |
1-040 |
1.0% |
113-250 |
Range |
0-000 |
1-080 |
1-080 |
|
1-080 |
ATR |
0-147 |
0-165 |
0-018 |
12.3% |
0-000 |
Volume |
13,148 |
12,594 |
-554 |
-4.2% |
28,387 |
|
Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-253 |
117-107 |
115-020 |
|
R3 |
116-173 |
116-027 |
114-230 |
|
R2 |
115-093 |
115-093 |
114-193 |
|
R1 |
114-267 |
114-267 |
114-157 |
115-000 |
PP |
114-013 |
114-013 |
114-013 |
114-040 |
S1 |
113-187 |
113-187 |
114-083 |
113-240 |
S2 |
112-253 |
112-253 |
114-047 |
|
S3 |
111-173 |
112-107 |
114-010 |
|
S4 |
110-093 |
111-027 |
113-220 |
|
|
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 |
119-260 |
2.618 |
117-247 |
1.618 |
116-167 |
1.000 |
115-240 |
0.618 |
115-087 |
HIGH |
114-160 |
0.618 |
114-007 |
0.500 |
113-280 |
0.382 |
113-233 |
LOW |
113-080 |
0.618 |
112-153 |
1.000 |
112-000 |
1.618 |
111-073 |
2.618 |
109-313 |
4.250 |
107-300 |
|
|
Fisher Pivots for day following 07-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
114-067 |
114-067 |
PP |
114-013 |
114-013 |
S1 |
113-280 |
113-280 |
|